Yes its possible to put GDK into any window that you like, you can even override it into a button if you want to(it would look very strange, but its possible). All windows controls have a HWND handle, and using GDK's dbOverRideHWND() command, you can put the DirectX window into any form that you like.
The trick to using that command however, is to do it BEFORE DarkGDK initializes it's device, you MUST override the HWND before GDK creates it's device. GDK creates it's device upon either the first dbSetDisplayMode() call or the first command to affect anything renderable. You can confirm this by trying to override the HWND after you set the display mode, it just wont work.
The other thing to take into account when using your own windows with GDK is that you need to handle your window's messages or GDK wont read any mouse input, it uses native windows API calls for its mouse input, rather than directinput, so message handling is important. You can use Get/SetWindowLong to work with GDK's own message loop and return CallWindowProc(or its MDI equiv if thats your poison lol) instead of DefWindowProc from your own callback function. Unfortunately GDK doesnt play nice with windows, it hides it's window creation and message pump completely,
I also found a little class library for working with Win32API, its called Win32++ and its meant as a simplification of/simplified replacement for the Microsoft Foundation Classes. It includes the complete source and a HEAP of examples to get you started with it, even a directX example(which translates easily to GDK
) and the best thing is it's compeltely FREE and TINY with almost no overhead at all, certainly no more than any other native win32 app would have, and none of the MFC bloat.
Here is the sourceforge link for Win32++ :
http://sourceforge.net/projects/win32-framework/files/
Here is a link to the CodeProject page for Win32++ (it has more usage examples and class explanations etc, but is a few months behind on updates, so download from sourceforge for latest version) :
http://www.codeproject.com/KB/winsdk/framework.aspx
EDIT : The bloke responsible for the Win32++ Framework is a very talented Austrlalian C++ Programmer by the name of David Nash
If it ain't broke.... DONT FIX IT !!!