For developing programs for windows, we need windows SDK. I understand that this SDK is what helps to create windows and handle window events and all that. I suppose it also enables us to manipulate with files and registries. (Does the same SDK is the reason for thread creation and handling?)

All that is fine.

I would like to know what are the files and libraries that come as a part of this SDK. Also does it come when I install the OS or when I install editors like Visual studio? Sometimes I see links to windows SDK separately as such. Is it same as the one that I get when installing Visual Studio or has something more than that.