b

bool

by

byte

c

char / wchar / tchar

dw

double word

f

flag (just a bool)

fn

function

h

handle

lp

long pointer (32-bit)

lpctstr

long pointer (32-bit) to constant string

p

pointer

s

string

sz

null terminated string

int WINAPI WinMain(HINSTANCE hInst, HINSTANCE hPrevInst, LPSTR cmdLine, int cmdShow)

HINSTANCE hInst

handle to this instance of the program
You can also get this via a function call (see GetModuleHandle()).

HINSTANCE hPrevInst

handle to the previous instance of the program
I've never needed this.

LPSTR cmdLine

command line arguments passed to the application
This is a little tricky... if you were using regular int main(int argc, char* argv[]) you will get an array of arguments, the first of which (argv[0]) is the name of your executable. With the string you get passed in LPSTR cmdLine, you only get the additional arguments (those starting from argv[1]). This might not seem like too big of a deal, but its an important distinction especially when coding cross platform applications.
You can also get the command line string via a function call (see GetCommandLine()).

int cmdShow

integer holding the information of how Windows wants your application window to initially show. This is a SW_ value.
I usually ignore this too.