#include <windows.h>
 
LRESULT CALLBACK WndProc (HWND, UINT, WPARAM, LPARAM) ;

int WINAPI WinMain (HINSTANCE hInstance, HINSTANCE hPrevInstance,
                    PSTR szCmdLine, int iCmdShow)
{
     static TCHAR szAppName[] = TEXT ("HelloWin") ;
     HWND         hwnd ;
     MSG          msg ;
     WNDCLASS     wndclass ;

     wndclass.style         = CS_HREDRAW | CS_VREDRAW ;
     wndclass.lpfnWndProc   = WndProc ;
     wndclass.cbClsExtra    = 0 ;
     wndclass.cbWndExtra    = 0 ;
     wndclass.hInstance     = hInstance ;
     wndclass.hIcon         = LoadIcon (NULL, IDI_APPLICATION) ;
     wndclass.hCursor       = LoadCursor (NULL, IDC_ARROW) ;
     wndclass.hbrBackground = (HBRUSH) GetStockObject (WHITE_BRUSH) ;
     wndclass.lpszMenuName  = NULL ;
     wndclass.lpszClassName = szAppName ;

     if (!RegisterClass (&wndclass))
     {
          MessageBox (NULL, TEXT ("This program requires Windows NT!"),
                      szAppName, MB_ICONERROR) ;
          return 0 ;
     }
     
     hwnd = CreateWindow (szAppName,                  // window class name
                          TEXT ("The Hello Program"), // window caption
                          WS_OVERLAPPEDWINDOW,        // window style
                          CW_USEDEFAULT,              // initial x position
                          CW_USEDEFAULT,              // initial y position
                          CW_USEDEFAULT,              // initial x size
                          CW_USEDEFAULT,              // initial y size
                          NULL,                       // parent window handle
                          NULL,                       // window menu handle
                          hInstance,                  // program instance handle
                          NULL) ;                     // creation parameters
     
     ShowWindow (hwnd, iCmdShow) ;
     UpdateWindow (hwnd) ;
     
     while (GetMessage (&msg, NULL, 0, 0))
     {
          TranslateMessage (&msg) ;
          DispatchMessage (&msg) ;
     }
     return msg.wParam ;
}

LRESULT CALLBACK WndProc (HWND hwnd, UINT message, WPARAM wParam, LPARAM lParam)
{
     HDC         hdc ;
     PAINTSTRUCT ps ;
     RECT        rect ;
     
     switch (message)
     {
     case WM_CREATE:
          PlaySound (TEXT ("hellowin.wav"), NULL, SND_FILENAME | SND_ASYNC) ;
          return 0 ;
         
     case WM_PAINT:
          hdc = BeginPaint (hwnd, &ps) ;
         
          GetClientRect (hwnd, &rect) ;
         
          DrawText (hdc, TEXT ("Hello, Windows 98!"), -1, &rect,
                    DT_SINGLELINE | DT_CENTER | DT_VCENTER) ;
         
          EndPaint (hwnd, &ps) ;
          return 0 ;
         
     case WM_DESTROY:
          PostQuitMessage (0) ;
          return 0 ;
     }
     return DefWindowProc (hwnd, message, wParam, lParam) ;
}
比如这个，不是头文件的问题。。。

是不是你创建的程序时cui程序——控台程序？这个是gui的
把你的错误贴出来看看

工具栏上的：
project-setting-Project options把subsystem:control改成subsystem:windows试试