You can use WinMain by specifying OPTIONS(WINMAIN) on the procedure statement (see the PL/I Language Reference for syntax). This automatically implies LINKAGE(STDCALL) and EXT('WinMain').
Your WinMain routine needs four parameters:
These are the same four parameters expected by WinMain in C. The calls made inside this routine are the same as those expected from a C routine.
An example guisamp.pli is provided in the samples directory (see the program prolog for more details)