Parrot itself does not yet offer a Windows SDK for the AR. Drone. That is why Stephen Hobley, Thomas Endres, Julien Vinel have been working on an .Net SDK and a Windows control application for the AR.Drone. ARDrone-Control-.NET was released last week, and the source code is up on GitHub.
The AR.Drone can be controlled through DirectX inputs, like joysticks as well as keyboard and the Wiimote. Display of camera video is supported and can be saved from the control application.
Stephen has a short demonstration up on Youtube in which he explains and demonstrates the various possibilities of the control program.