I\'m following the tuto:
http://zetcode.com/tutorials/gtktutorial/firstprograms/
It works but each time I double click on the executable,there is a console w
If you want your program to run in console mode (ie a main function), you have to specify it in your project's properties in MSVC. What you're using right now is a project in windowed mode (ie a WinMain function, which you don't have, hence the error).
But if you don't want to get the ugly console window, you want to use the windowed mode (ie transform your main function into a propper WinMain function). This way your normal window is all that will show.
edit: As an aside, you really shouldn't name your program "cmd", that's the name of Windows' command interpreter.