It depends.
If you have the skill, knowledge and you are ready to learn new things (a lot of new things) - you can try. I helped develop a django-based web application, I created a fairly simple pylons project, but writing web applications and creating programs in languages like C ++ are two different things.
Creating a simple working example in Python takes little time - when I first switched to C ++, it took several hours before my program would compile, run, and do what it had to do.
If you know that languages are the witch you want to develop on Windows - why not give it a try? Web applications are furious, as Ben Alpert wrote in one of the answers, but I think that feeling good and comfortable with what you do is also important.
If you do not know the languages used to develop Windows, but as you wrote, you have programming experience, I will give you advice: register on topcoder.com or a similar site and try to solve the problems with the algorithm posted there. Knowing data structures and algorithms is better than knowing a little about each language - and in addition, you will learn the language of choice quite quickly.
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