Here is a list of some online Win32 tutorials and here is a list of links to WIN32 SDK help files.
I personally like the Borland Win32 SDK in Winhelp format (from the link above) as it covers all the basics of Win32 and is easier to search than something like the MSDN.
The MSDN is great once you know what your're doing but I suspect it can be quite confusing to new comers.
