The Common File Dialogs
The first step to opening or saving files is finding out the filename to use... of course you could always hard code the name of the file into your program, but honestly that doesn't make for very useful programs most of the time.
Since this is such a common task, there are predefined system dialogs that you can use to allow the user to select a file name. The most common open and save file dialogs are accessed through GetOpenFileName() and GetSaveFileName() respectively, both of which take an OPENFILENAME struct.