theForger's Win32 API tutorial is the only good one available on the internet. http://www.winprog.org/tutorial/
The Win32 API presents a C-style interface. If you want C++ style interface then you can use MFC framework. If you want to learn MFC, then I suggest that you first understand the basics of Win32 programming (events, messages, windows etc.) and later start on to MFC.
They no longer publish books for using the native Win32 API using C or C++ after Microsoft has released .NET technology (as far as I know). But you can find some old books on Windows API.