I just ran into this myself since I'm trying to create myself a bare bones framework but started out by creating a new Win32 Program option in Visual Studio 2017. "stdafx.h" is unnecessary and should be removed. Then you can remove the stupid "stdafx.h" and "stdafx.cpp" that is in your Solution Explorer as well as the files from your project. In it's place, you'll need to put
#include <Windows.h>
instead.