Ah! You're at an interesting stage. You have several different ways you can go from here.

I went the GDI+, Win32, route; basically using windows' built-in stuff to make really simple games (tetris), after console, and to be honest, it was a bad idea. It was a really messed up API, probably because it was trying to be so general (you know, work with essentially anything windows wants to draw), and was probably designed by committee over the course of like 10 years.

An easier, and cleaner route that I'll suggest is SDL. SDL will let you do graphics, sound, asyncronous (sort of) keyboard input, as well as networking and easy multithreading. It's one of the most cleanly specified libraries I've ever seen, and it's very straightforward. Take a look here: http://lazyfoo.net/SDL_tutorials/

Those tutorials are good, and they're basically meant as an introduction to graphics programming, from someone who understands console programming, but really doesn't know where to go from there, which sounds exactly like where you're at. And if you decide to go the SDL route; don't hesitate to post and ask questions! We're here to help