Not 'win 32 app', 'win 32
api'. WinAPI is the API (Applcation Programming Interface) which is often used to create Windows applications.
To create a new window you'll use either
CreateWindow() or
CreateWindowEx(). However Windows programming can get very confusing if you don't know what you're doing, so before you go off and begin randomly experimenting with these functions I suggest you check out a WinAPI tutorial such as
this one. It will start with the basics, such as a simple message loop and creating a window, and move on to slightly more complex topics like menus and dialog boxes. Once you have a good understanding of how it all works you can attempt to integrate it into a DGDK app.
Oh, and by "windows=controls" he meant that in Windows, just about everything is considered to be a window: buttons, edit controls, combo boxes, etc. and this can be confusing to beginners, because you'll be using
CreateWindow() even when you're creating buttons and what not.
