Compiling Windows Program

I have this source file:

#include <windows.h>

int WINAPI WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance,
    LPSTR lpCmdLine, int nCmdShow)
{
    MessageBox(NULL, "Goodbye, cruel world!", "Note", MB_OK);
    return 0;
}
and I have the command-line compile tools. What do I enter to make it compile?

I have the Visual Studio Command-line Compiler. I type cl goodbye.c and cl.exe can't find windows.h

What do I do to make it find windows.h or have all of you been using the IDE?