It's been a long time since I've done any Windows programming, but I am quite adept at C++ (game development) so perhaps I can still help you out a bit. In the "old days" (before .NET) you had two main options -- using Win32 API directly, or using MFC. I've messed a little bit with the Win32 API and wouldn't recommend going within a few kilometers of it.
It's written in C anyway. MFC is way better than bare Win32, but probably not the best solution in your case if you want portability. Also, Microsoft seems to be focusing mostly on .NET these days and C++ seems to not be the most popular language for Windows app development.
There are alternatives to MFC and .NET though. A bunch of GUI toolkits available that will allow you to write programs independent of the OS. I've never used them myself because I simply don't need to, but here're the ones I know of:
FOX Toolkit WxWidgets GTK
More are
listed here. Hope that helps. And by the way, if you want to learn C++ in general you should start with console apps because they're much easier to program.