I'd highly recommend having a read through Charles Petzold's "Programming Windows" if you can obtain a copy.
Otherwise, to answer your question, pass the parent window's handle as the parent when you create the child window (using either CreateWindow or CreateWindowEx):
HWND CreateWindowEx
(
DWORD dwExStyle,
LPCTSTR lpClassName,
LPCTSTR lpWindowName,
DWORD dwStyle,
int x,
int y,
int nWidth,
int nHeight,
HWND hWndParent, /// pass the parent window handle here
HMENU hMenu,
HINSTANCE hInstance,
LPVOID lpParam
);
..As 1800 Info has also stated, perhaps also set the WS_CHILD style (more oon Window Styles here). This is just the rudimentary plumbing, really..
Can you be a bit more specific when you say "control the child window..."?