Other compilers support it aswel, DWORD means unsignedlong. LPVOID means void*. WINAPI means __cdecl__stdcall, wich is a calling convention
All these things are defined in windows.h and whatever windows.h includes.
staticunsignedlong __stdcall ThreadFunc(void* pvParam);
Makes it look like a pretty normal function =)
Since you're using VC++, you can just hover the mouse over the identifiers and the IDE will show you whatever they resolve to. You can also right click them and "go to definition", which is very helpful.