The win32api is not based on c++ but c. Most people access it from a c++ environment, though. Shakira: Visual C++ is not a compiler but an IDE.

UpperCell's adivice is a good one, start with creating console applications in Visual C++. Then, when you know the basics of C++ (control structures, object orientation, inheritance etc.) you can move on creating graphical applications using MFC or the win32api. Maybe you at that time want to move right on to the .Net extensions in Visual C++, that might be a good choice. After all, Microsoft say they will abandon MFC in a few years.

First console, then graphics is the usual way of learing c++ in any university I've heard of, and should be a good choice.