In particular BBC Basic For Windows.. I am assuming it's possible given that the BB4W program has an assembler? The First Nehe lesson example seems to suggest you need to create a window with some simple driver code.. From this I need to obtain a rendering context(for OpenGL stuff), and a device context for Windows stuff. From there it's rather simpler it would seem :-)

Assuming you don't have a huge amount of legacy code to support, perhaps switching over to a more current version of BASIC would be a good idea? Blitz Basic gives you access to 3d stuff (and theres an OpenGL interface in there somewhere, IIRC).