Well, you should do some tuturials. Starting with the WINAPI is a bit like starting with GS. But don't worry, the basic stuff is learnt fast.
To see how to use Windows controls in Gamestudio, you can use my example. But better first do the tuturials until you fully understand the whole code. To use other controls than button you just have to replace "Button" by, e.g. "ComboBox", and you should get a combobox.

To do the tuturials you need a normal C/C++ compiler like Visual Studio or DevC++. When you do these tuturials, make sure it's a tuturial how to use the WINAPI maniully and not about MFC or .NET Framework, because you wouldn't be able to use these in Gamestudio.