Well, until now I just used system functions , sleep and playsound ( altough I already downloaded fmod, and I'm trying to learn how to use it in my program)
I'm still very far away from knowing how to make a window ...
I don't know how I can make this any clearer.. learn C++ before learning Windows API. Forget spawning windows and using audio. Learn C++. If you don't understand the syntax of for-loops, then you've got a bit of a way to go. Get some grasp on OOP, learn all the ins and outs of the syntax and the standard library so you can make the most of it. Don't even bother including Windows headers.
It might be fun to make silly test programs that play sounds or spawn windows that don't do anything but you won't learn C++ that way. Pick a simple project that wouldn't possibly need to use anything outside the standard library, like a primality tester. That's what I used to teach myself C.
Start your projects out small and simple then build on them gradually, fixing problems yourself with the help of a reference manual (I'd recommend you get a copy of The C++ Programming Language by Bjarne Stroustrup, I wouldn't recommend trying to read it cover to cover though). Refrain from reading tutorials and reading other peoples code. The only use for tutorials is to give you a basic idea of concepts like types, pointers, variables, loops and the general syntax, you shouldn't follow them to the word, I find learning from tutorials/dummies guides to be detrimental once you have a grasp of the syntax and understand what all of the important features can do.
Edit: If you're too impatient to teach yourself, pay for a proper course. It's the most effective way to learn, if a little expensive. You'll get exercises, have things explained to you clearly and get help when you don't understand something. It's better than taking the half-assed "LOL WINDOWS API SHORTCUTS" route or following badly written tutorials that don't really explain things clearly, and second only to teaching yourself with a reference manual (but that takes a bit of patience and time).