http://www.relisoft.com/win32/index.htm Seems to offer a reasonable Win32 API (C++) tutorial, however i strongly advise that you go through the basic etc of C++ before moving straight into the Win32 API. Everything will make much more sense to you.
CProgramming.com Offer a good introduction to the C++ language and cover some more advanced subjects.
These can also be a good reference site.
Hope this information can help you out
Chris