APIs are interfaces to an operating system (usually). Think of them as a layer between your program and the operating system. Any request that your program needs to make to the operating system is done through the APIs. I don't think that you can write your own APIs, unless you are designing APIs for your own operating system, applications, or library.
About GUI, you can design the GUI visually in Visual C++ (That's why it's called Visual C++). It should be pretty much like VB, except that you have to code in the specific behaviour that you want.
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