There really is no "one stop shopping" online when it comes to tutorials and example code for learning Win32 technology anymore. Examples are flung far and wide in tidbits here and there.
theForger's Win32 API Tutorial is still available. It is a bare-bones beginners look at the Win32 API.
Fair warning: the code was written back in Win9X days, the Win32 API has changed since then. I have a github repo where I updated the code to better reflect modern Win API coding practices.
Another WinAPI tutorial.
A tutorial for MFC, though I can't say it if it good or not. I've only skimmed the contents.
Older versions of the WinAPI SDK were available for download, and included example sample code along with the Win SDK documentation accessible offline. I believe it is still possible to download the archives, though I haven't looked for any for years.
MS has git repositories for Windows API sample code online, though the samples are coded to use the WinRT and C++. The original WinAPI was C based.
MS documentation for the WinAPI is all online now, as you've discovered. Hard to follow and get an overview of what's available IMO.
ATL was too fringe for me to spend time learning, I am a self-taught hobbyist.
COM and ATL are technologies that haven't aged well.
I can recommend books for learning the WinAPI, MFC or COM that goes beyond the basics, though they are old books. And might be hard to find and/or expensive. Books was the way to learn when I first dabbled with learning the WinAPI and C/C++. Back in the 1990's.
I don't own any books for ATL.