Ackshooly, those constants, as well as many others need to define resources, are in a standard C header file called "resource.h". This file is included with MASM32 and lives in the \include folder.
I keep getting messed up when using ResEd, the free resource editor I downloaded, because it doesn't include that file by default and I have to add it by hand to every project I create. (Probably some way to configure it to include the file by default, but I haven't figured that out yet.)
To answer your question, these constants are needed because they define certain characteristics of things created by the resource editor. The WS_xxxx values are window styles (WS_SYSMENU creates a window that contains a system menu), and the ES_xxxx values are styles for edit controls.