If I recall, MSDN was super expensive but that is because it included non-commercial licenses for just about everything Microsoft shipped as well as getting hard copies of the documentation and a bunch of other stuff.

If you just wanted to do c++ windows programming you can get visual studio which, I believe, did come with Win32 documentation (especially as CD roms became common distro methods).

The c++ software development kit itself (just libraries, documentation, and samples, no tooling) wasn't too expensive and was mainly material costs.