Here is some useful free reference material.
WTL 3.1 Quick Reference
This quick reference is quite popular among WTL programmers, and is the most-downloaded item from the site. Note that even though this quick reference was built from WTL 3.1, virtually everything here applies to WTL 7 as well.
Looking for WTL? It can be hard to find on Microsoft's site, so here are some quick links for you.
This page is a collection of quick-fixes for problems I've encountered that took a while to figure out the first time. Having this wisdom file around keeps me from having to remember the obscure solution. I update this page frequently, so feel free to bookmark it.