I think the best way to learn something, if you're starting from scratch, is to get a book with exercises and work your way through it.
Alternatively, if you have a specific project in mind, you might be able to get by with whatever free tutorials you find on the Internet.
Either way, having something to work toward (the exercises or your own project) is the best way to learn something, in my opinion.
I don't have any specific books or websites to recommend, though, because it's been a long time since I've looked at any intro to desktop programming books so my advice would be out of date. Also, you haven't been too specific about what you want to accomplish, so it's hard to know where to start. That said, if you already know web programming, I don't think it matters too much which book you choose, as long as it guides you toward building something.