1) #include <windows.h> at the top of your program...
2) If you are making your own window you manage styles by options in the CreateWindow() or your dialog resources.
CreateWindow Function (Windows)
2) if you need to change it on the fly you would use GetConsoleWindow() then SetWindowLong() and SetConsoleTitle()
GetConsoleWindow Function (Windows)
SetWindowLong Function (Windows)
SetConsoleTitle Function (Windows)