вот те готовый 100% рабочий исходник
.386
.model flat, stdcall
option casemap:none
include \masm32\include\windows.inc
include \masm32\include\kernel32.inc
include \masm32\include\user32.inc
includelib \masm32\lib\user32.lib
includelib \masm32\lib\kernel32.lib

.data
MsgCaption db "Я изучаю ассемблер!",0
MsgBoxText db "Здравствуй, мир!",0

.code
start:
invoke MessageBox, NULL,addr MsgBoxText, addr MsgCaption, MB_OK
invoke ExitProcess,NULL
end start