The nature and content of resource files is beyond what can be discussed in a forum, other than to say that it's a file which describes resources (menus, icons, etc.) which can be used by your Win32 app. As explained in winprog, you need a resource file. Read that information in a bit more detail as it explains what the basic file looks like, what resource.h is, etc. You'll learn a lot more if you read through the tutorial, rather than just grabbing code and trying to compile it.
What IDE are you using? If the one you're using doesn't create a resource file for you, I strongly suggest you get Visual Studio. You can get VS2013 Express for Desktop for free. The express version doesn't include a resource editor, but it will generate the resource file and headers. The resource file is ASCII and can be edited easily in VS as a text file. There are also some free resource editors available. ResEdit is one. Google for "windows resource editor."
If you're using Visual Studio, start by letting VS build you a Win32 Application solution. Then you can look at the all the parts needed to display a window.
Edited by Buckeye, 10 May 2014 - 07:05 AM.