I'm using Emacs, with CLISP and Slime, and want to be able to draw pictures on the screen. I'm specifically thinking about drawing graphs, but anything that would let me draw basic shapes and manipulate them would be able to get me started.
Doug is right; CAPI will work fine. Other things you can try:
cltk: http://www.cliki.net/Lisp-Tk
I know that Allegro has something for Windows programming also, but I've never tried it.
What may also work is cells-gtk: http://common-lisp.net/project/cells-gtk/
Again, I can only tell you that it exists but not how bad it is or if it even really works...
I can not comment also on the quality of http://www.cliki.net/GTK%20binding
But that's mostly what is available.
Corman Lisp probably has something to offer for Windows programming also.
Anyway, the choices on Windows are relatively slim. The you can probably have the most confidence in CAPI, which is used for the LispWorks IDE on Windows, Linux, MacOS X and on quite few big unices also...
Regards