These classes are generally simple wrappers around Win32 primitives such as events, critical sections, etc. They provide an object oriented way to use these C-based APIs. The library also contains several more advanced classes, such as a thread pool and a timer queue, that build provide basic functionality that either is missing from the Win32 API or that would otherwise need to be built by hand. The opaque user data stuff should, possibly, be moved to the C++ Tools library.
Start here: