Effective early Windows development required a surprisingly thorough knowledge of DOS and x86 memory management/pointers that one had to get through books (unless one was poring through Intel chip specs). Even though Petzold's books were/are sold through Microsoft in my opinion is it's a stretch to call it documentation. For a long time, the best debugger was a third party tool - Soft-Ice. Their documentation/tools for XBox was pretty great, though, they had to do well there being new kid on the block. Microsoft had the benefit of 90% of PC market share at that time so we all had to learn it if we wanted a piece of that pie.