Base Services:
Provide access to the fundamental resources available to a Windows system.
Included are things like
- file systems,
- devices,
- processes & threads
- and error handling.
These functions reside in kernel32.dll on 32-bit Windows.
Advanced Services:
Provide access to functionality that is an addition on the kernel.
Included are things like the
- Windows registry
- shutdown/restart the system (or abort)
- start/stop/create a Windows service
- manage user accounts
These functions reside in advapi32.dll on 32-bit Windows.
Graphics Device Interface:
Provides functionality for outputting graphical content to
- monitors,
- printers
- and other output devices.
It resides in gdi32.dll on 32-bit Windows in user-mode. Kernel-mode GDI support is provided by win32k.sys which communicates directly with the graphics driver.
User Interface:
Provides the functionality to create and manage screen windows and most basic controls, such as
- buttons and scrollbars,
- receive mouse and keyboard input,
- and other functionality associated with the GUI part of Windows.
This functional unit resides in user32.dll on 32-bit Windows. Since Windows XP versions, the basic controls reside in comctl32.dll, together with the common controls (Common Control Library).
Common Dialog Box Library:
Provides applications the standard dialog boxes for
- opening and saving files,
- choosing color and font, etc.
The library resides in comdlg32.dll on 32-bit Windows. It is grouped under the User Interface category of the API.
Common Control Library:
Gives applications access to some advanced controls provided by the operating system. These include things like
- status bars,
- progress bars,
- toolbars
- and tabs.
The library resides in comctl32.dll on 32-bit Windows. It is grouped under the User Interface category of the API.
Windows Shell:
Component of the Windows API allows applications to access the
- functionality provided by the operating system shell,
- as well as change and enhance it.
The component resides in shell32.dll on 32-bit Windows. The Shell Lightweight Utility Functions are in shlwapi.dll. It is grouped under the User Interface category of the API.
Network Services:
Give access to the various networking capabilities of the operating system.
Its sub-components include
I have listed only files for 32-bit windows (as that is what many window developers work on)
For more info, please check http://en.wikipedia.org/wiki/Windows_API
EDIT:
Above dlls and all are part of the operating system, not the SDK. The Windows SDK provides import libraries (.lib files) that allow code to dynamically link against these system-provided DLLs.
(This was rightly pointed by Marcelo Cantos. Many thanks to him)