Learn how to fully use the windows header with help from
Windows.h Tutorial, I'm pretty well along in the Programming world and was wondering if this would be really useful in becoming a programmer in the future.

Better look at another page of this tutorial (you may change MFC to Forms etc):
http://www.winprog.org/tutorial/apivsmfc.html

No need to study flight dynamics to fly in business class. But if you want to join the F-35 project team...

It certainly doesn't harm to know this stuff.