Win32 MASM: MessageBox

Source: http://win32assembly.programminghorizon.com/tut2.html

Windows prepares a wealth of resources for Windows programs. Central to this is the Windows API (Application Programming Interface). Windows API is a huge collection of very useful functions that reside in Windows itself, ready for use by any Windows programs. These functions are stored in several dynamic-linked libraries (DLLs) such as kernel32.dll, user32.dll and gdi32.dll. Kernel32.dll contains API functions that deal with memory and process management. User32.dll controls the user interface aspects of your program. Gdi32.dll is responsible for graphics operations. Other than "the main three", there are other DLLs that your program can use, provided you have enough information about the desired API functions. 
Windows programs dynamically link to these DLLs, ie. the codes of API functions are not included in the Windows program executable file. In order for your program to know where to find the desired API functions at runtime, you have to embed that information into the executable file. The information is in import libraries. You must link your programs with the correct import libraries or they will not be able to locate API functions. 

.386 
.model flat,stdcall 
option casemap:none 
include \masm32\include\windows.inc 
include \masm32\include\kernel32.inc 
includelib \masm32\lib\kernel32.lib 
include \masm32\include\user32.inc 
includelib \masm32\lib\user32.lib
.data 
MsgBoxCaption  db "Vitali Kremez",0 
MsgBoxText       db "Win32 Assembly is Great!",0
.code 
start: 
invoke MessageBox, NULL, addr MsgBoxText, addr MsgBoxCaption, MB_OK 
invoke ExitProcess, NULL 
end start