This are contains notes on obtaining input for your game from the player.
Notes on Input for Games
You can simply trap Windows API key messages using WM_KEYDOWN however for speed DirectX provides some APIs.
DirectX currently has DirectInput and XInput APIs. I am expecting DirectInput to be replaced by XInput in the long run however XInput on the PC currently only supports the Xbox 360 controller and not the keyboard, mouse etc. (for Xbox development XInput does support these).