Windows Forms are part of the .NET Framework, so yes.
If you don't want the .NET framework as a dependency you need to use native Win32 API or MFC.
You could also use a third party library like Trolltech's Qt.
Dependency Walker has a good FAQ that covers why:
Will Dependency Walker work with COM,
Visual Basic, or .NET modules?
Yes.
Dependency Walker will work with any
32-bit or 64-bit Windows module,
regardless of what language was used
to develop it. However, many
languages have their own way to
specify dependency relationships
between modules. For example, COM
modules may have embedded type
libraries and registration information
in the registry, and .NET modules may
use .NET assemblies. These techniques
are all implemented as layers above
the core Windows API. In the end,
these layers still need to call down
to the core Windows functions like
LoadLibrary and GetProcAddress to do
the actual work. It is at this core
level that Dependency Walker
understands what is going on. So,
while Dependency Walker may not
understand all the language specific
complexities of your application, it
will still be able to track all module
activity at a core Windows API level.