There is much more you can do with the Windows API than simply display a window. You can create menus and dialogs using the resource editor and draw graphics using the GDI commands. I have written just a few notes below for those who wish to explore these areas further:
All these functions are useful for creating game editors etc. However to write an actual game GDI is much too slow and so instead we need to use dedicated APIs like OpenGL or the DirectX set of APIs
For further reading on the Windows API I recommend the 'bible' of Windows API coding 'Programming Windows' by Petzold - more details can be found on the books page.