I just started programming (for fun) and my ultimate goal is to be able to program simple games (tetris).
I was wondering how it would be possible to integrate graphics in my program. Ideally, I would be able to import some pictures and make the pictures move on the screen.
GDI and GDI+ are for the Windows application interface -- so you are dealing with windows elements and bitmaps. This is fine for writing simple games like cards, minesweeper, and even tetris.
SDL is for manipulating sprites -- and I think a little better suited for game programming. Don't forget the Lazy Foo' Productions tutorials: http://lazyfoo.net/SDL_tutorials/