這是我在《Programming Microsoft Windows with C#》（此書作者是大名鼎鼎的Charles Petzold）一書中找到的描述：
This compiler switch doesn't do anything very profound. It really only sets a flag in the executable file that indicates how the program is to be loaded an run. If an executable is flagged as a Console Application and is started from Windows, the Windows operating system creates a Command Prompt window that launches the program and displays any console output from the program. If the console application is started from within the Command Prompt window, the MS-DOS promptdoesn't return until the program terminateds. If the executable is flagged as a Windows Application, no Command Prompt window is created. Any console output from the program goes into the bit bucket. If you start such a program from the Command Prompt window, the MS-DOS prompt appears again right after the program is launched. The point is this: nothing bad happens if you compile a Windows Forms application as a console application!
作者之前提到的編譯選項是/target:exe和/target:winexe，前者生成控制臺程序，后者生成Windows程序，這是C#的編譯器，而VC++的連接器的選項卻有些不同，看這張圖：
如果你在應用程序向導里指定的是一個Windows程序，而你后來卻在這個連接器選項里選擇Console，那會怎么樣呢？——會連接失敗！因為VC++連接器認為Console程序和Windows程序的入口函數是不同，這樣簡單的一改它會找不到入口函數，所以連接失敗。
但不管這樣，通過Charles Petzold的這段描述，我們對Console程序和Windows程序的認識應該是沒什么問題了，兩者其實并沒有什么根本不同，只是Windows根據PE文件中的標識，用稍微不同的方法來運行這兩種程序而已。
BTW：Windows程序可以創建自己的控制臺（參考AllocConsole等API），控制臺程序也可以創建窗口。