Following books can be become very handy to learn Visual C++ or Windows Programming,
Programming Windows, Fifth Edition by Charles Petzold
MFC Programming From the Ground Up, 2nd Edition by Herbert Schildt
Professional MFC with Visual C++ 6 by Mike Blaszczak
And here are some insightful books for C++ (not Visual C++ or Windows Programming),
Thinking in C++ by Bruce Eckel
Effective C++ by Scott Meyers
More Effective C++ by Scott Meyers
And of course books from Bjarne Stroustrup himself!
My personal view is learning C before C++ is better idea.
Cheers,
- Tomal