Well creating a Window is actually not as straight forward as people imagine. You not only have to show the window, you have to write an object that describes the window (title, size, icon, etc), register it with the operating system and then show it.

Then that is just showing it, if you want to interact with it, you have to write a message pump to handle messages sent to the window (move, resize, close).

You'll have to use 'CreateWindowEx' i'm afraid If you really need an additional window.

BTW, what do you need an additional window for? You won't be able to use any engine objects like panels, etc in the additional window.