This project demonstrates how to build a NT-native application. If you don't understand the difference between NT and the win32 subsystem you are almost certainly in the wrong place. You can write native, to the processor, code with any good C++ compiler.

There are two example projects here:

1. DDK shows you how to achieve this with the older DDKs e.g. the win7 DDK.
2. VS shows how to achieve this with Visual Studio 2015.

Neither method is officially supported or documented to my knowledge. Use at your own risk.

You can read Mark Russinovich's article on Native applications here.