Essentially I want a border-less, black window which I can set the location and size of./
I then want to draw a filled white polygon given four points.
I say efficient, as I am currently using OpenCV to draw which I believe is every inefficient. I want to be able to change the points and have it redraw with new points at least 30fps.
My target platform is Windows with C++.
Does anyone know the quickest way to achieve this, maybe with a small library?
The easiest way to do this will be to use DirectX. You can create, resize, and reposition the window with the Windows API and render into it with DirectX. DX has a much more accessible API than OpenGL, because OGL is full of implicit globals and weak typing, and the support libraries like GLUT are terrible C hackery as well, whereas DX is easy to whip up RAII with a couple of custom deleters and is object-orientated.
You can also use, if on Vista or later, Direct2D, which is more designed for simple 2D rendering.