std::wstring s2ws(const std::string& s)
{
    int len;
    int slength = (int)s.length() + 1;
    len = MultiByteToWideChar(CP_ACP, 0, s.c_str(), slength, 0, 0);
    wchar_t* buf = new wchar_t[len];
    MultiByteToWideChar(CP_ACP, 0, s.c_str(), slength, buf, len);
    std::wstring r(buf);
    delete[] buf;
    return r;
}

std::wstring stemp = s2ws(myString);
LPCWSTR result = stemp.c_str();

std::wstring stemp = std::wstring(s.begin(), s.end());
LPCWSTR sw = stemp.c_str();

#include <atlbase.h>
#include <atlconv.h>

. . .

string myStr("My string");
CA2W unicodeStr(myStr);

#include <windows.h>
LPTSTR example = TEXT("example");

string s = "Hello World";
std::wstring stemp = std::wstring(s.begin(), s.end());
LPCWSTR  title =(LPCWSTR) stemp.c_str();

LPCWSTR  wname =(LPCWSTR) "Window";


HINSTANCE hInst = GetModuleHandle(0);
WNDCLASS cls = { CS_HREDRAW|CS_VREDRAW, WndProc, 0, 0, hInst, LoadIcon(hInst,MAKEINTRESOURCE(IDI_APPLICATION)),
    LoadCursor(hInst,MAKEINTRESOURCE(IDC_ARROW)), GetSysColorBrush(COLOR_WINDOW),0,wname };
RegisterClass( &cls );
HWND window = CreateWindow(wname,title,WS_OVERLAPPEDWINDOW|WS_VISIBLE,64,64,640,480,0,0,hInst,0);

MSG Msg;
while(GetMessage(&Msg,0,0,0))
{
    TranslateMessage(&Msg);
    DispatchMessage(&Msg);
}
return Msg.wParam;