SDK stands for Software Development Kit. You have probably heard that term kicked around in the past and did not know exactly what it meant. Well, after this article, that will no longer be the case :)
The next question, what can it do for me?
Answer: A lot, if you know how to use it.
There are a few different SDK's that you can download from Microsoft. Here is a link to the main download page:
An SDK includes tools, headers, libs, sample code, and documentation to help you develop and write to Microsoft technologies and products. They actually expose much of their code in the form of samples that will allow you to write against their providers. I have seen these products be very helpful in the field.
The Platform SDK encompasses the SDKs for most Microsoft products. It is available as a single download or in smaller components (individual product SDK's).
To give you an idea of some of the kits that are available, take a look at the following screenshot:
Let me know if you have had any experiences with these SDKs and any tools that you have found they contain that have proven useful to you in the field.