Everyone here keeps recommending petzold's 5th edition of programming for windows. I haven't gotten hold of one yet, but that would probably be the way to go.
Have you decided on what type of windows language you would prefer to use? There's the Windows API approach and also the windows MFC. Personally I find the API less confusing, but it's also harder to find books that cover it specifically.
Here's a link to the Microsoft API Functions List. http://msdn.microsoft.com/en-us/library/windows/desktop/ff818516%28v=vs.85%29.aspx
That might have been misleading, MFC is supposed to be a "wrapper" for the windows API and is supposed to make it easier for programmers to use. I've read about 7 examples of MFC and I just find them more confusing than writing API. I'm also still a beginner so don't let me sway you against the MFC.
Hey, another resource for windows programming is the help files if you're using Microsoft Visual Studios. Go to help -> add and remove help content, and download the desktop app development link (the one that's over 500mb.) It takes a long time to download, but it's worth it.
It has a bunch of example code and even helps with directX