The CreateWindow() Function can display text on the window but the text is ugly.
I wanna have a window that displays text and elements just like a setup or so.
In the Windows font.
What are the commands for that and how do I use em?

A quick search yielded this: http://msdn.microsoft.com/en-us/library/windows/desktop/dd144821(v=vs.85).aspx

From what I can see, you will also need to load a device context for your window, but it requires using GDI and getting a device handle for your window, and is probably just more complicated than just using CreateWindowEx(). However, that is always the price you pay for more control...