Not sure if you mean Pascal or Delphi here. The Visual Component Library (VCL) was hands down the easiest way to build windows GUIs, no knowledge of the Win API required. But if you did need to do it, it really wasn't hard to do.
Also I am the opinion Microsoft has never done nothing in C++, despite the Visual prefix, that could actually match either OWL, VCL or Firemonkey on C++ Builder, which shares most of Delphi tooling.
Just install "Chess VCL" component, drop it onto the form, compile, and you're ready to go!
I didn't know PeaZip was written in FP.