Well gain a decent knowledge of C++ you probably should really look at OOP. Next we need a graphics solution I have had a great time using SDL if you're interested you can go here
http://lazyfooproductions.com/SDL_tutorials/index.php for tutorials including setting up. Go here
http://www.libsdl.org/download-1.2.php for the files. Then again find what you like best however hopefully using SDL you will be up and running faster. SDL handles keyboard,sound,threads,and more as well if you use OpenGL you'll need to find your own solution for these DirectX would have you covered mind you'd be bound to Windows and have to deal with it's difficulties. Hope I've been helpfull, Good Luck.
P.S. If you are at an end don't forget about documentation.