MSDN can be accessed ia the web (
[Only registered and activated users can see links. Click Here To Register...]), and will be more up to date than the offline one that comes with MSVC6.
There are usually more useful sources for information on libraries that give detailed examples of usage. MSDN is more of a reference to look up something you've learnt already. A book aimed at teaching Windows specific programming would probably be more useful.
Aside from that. You can download Visual Studio 2005 Express for free, it's far more up to date than VS6.