Till now I just made simple program like hello world which shows three options in message box ie YES,NO and CANCEL.I want to know how to take input in windows program and how can I change these three options according to myself.like in case i want to show I AGREE in the message box options.
I assume that you have been used MessageBox function or something like that to create window.
But that is just one function that Microsoft supports user to create small window with strict form. Function itself has nothing to do with actual windows programming.
If you want to start Windows programming with C/C++, I recommend you to start researching on "Windows API".
C# and Visual Basic are also another(and easier) way to program Windows application, where most likely you will do pointing and clicking.