Where can I find a list of windows API constants

You'll find all the constants in the C headers of the win32 API. The low-tech way of getting this information is to simply run a text search in the headers folder of visual studio or the platform SDK.
This will usually be something like :

C:\Program Files\Microsoft SDKs\Windows\v6.0A\Include\

This online tool MagnumDb as "Magic Number Database" (disclaimer: I wrote it) is a totally free seach engine that contains 99% of Windows SDK constants (around 380000 integers, enums, guids, interface ids, clsids, etc.).

You can query it by name or by value, using wildcards, etc., for example: http://www.magnumdb.com/search?q=MF_REMOVE

will get you this (name, type, value, hex value, SDK header file location):

MF_REMOVE   Int32   4096    0x00001000  %ProgramFiles(x86)%\Windows Kits\10\Include\10.0.16299.0\um\winuser.rh(1213,0)