Hm, basically you could take every toolkit Python provides bindings for. You even could make it a TUI (
Text User Interface like Curses).
If you have a common Python installation on Windows you could start right away with Tkinter.
You could also use a game lib like PyGame - it provides a lot of functionality for games, but then you have to build the grafics and their events as "widgets" on you own.
Basically I'd recommend wxPython - that's the GUI-Toolkit I use. I like it because it runs pretty good on all platforms I use (Windows and *nix), it has a nice GUI-Designer (wxGlade is wonderfull) and provides a huge amount of widgets.
But it's not trivial to learn, especially I you're new to programming.