Yes, but there are many ways to make Windows G.U.I. applications.
From what little I know about Window's Applications, regardless of what "framework"/interface you use, they are all built upon The Window's A.P.I.. So before you dive in head first it is advisable to know how Windows A.P.I. works under the hood.
Although it's not necessary to know the Window's A.P.I. to write Windows Applications in my experience, it helped me a lot to understand the overall process.