For now, I only wrote console applications or simple WIN32 programs. But I noticed now that, when you create a new project, you can choose the option "Windows Form Application". With this option, you can make forms like you can do with C# and VB by just dragging some controls to the form and without needing to write a window procedure, a message loop, etc.
Now, is this a correct method of writing C++ programs? Is it better to write an application on this way? When to use which method?
That will make a C++/CLI .Net program which means that it won't be standard C++ and it won't run on other computers if they don't have .Net installed.
There are some free visual GUI designers for WinAPI. One is resedit ( http://www.resedit.net/ ) it is designed to output a resource file but you can easily export it on a C source file. You will need to modify a bit the generated code to make it usable