Para criar aplicativos HTA usando Html + CSS + Dhtml + Javascript é só usar a extensão .hta em vêz de .html ou .htm
A Microsoft inclui desde Windows 98 recursos para criação de pequenos aplicativos utilizando HTML. Trata-se de um recursos chamado de HTML Application (HTA). Utiliza-se programa chamado mshta que nada mais faz do que abrir uma janela do Internet Explorer sem nenhuma barra (menu, endereço, ferramentas, etc).
Veja exemplo:
This section contains reference information for HTML Applications (HTAs).
HTA:APPLICATIONEnables an extended object model for building HTML Applications (HTA).
APPLICATIONIndicates whether the content of the object is an HTML Application (HTA), which is exempt from the browser security model.
applicationNameSets or gets the name of the HTML Application (HTA).
borderSets or gets the type of window border for the HTML Application (HTA).
borderStyleSets or gets the style set for the content border in the HTML Application (HTA) window.
captionSets or gets a Boolean value that indicates whether the window is set to display a title bar or a caption, for the HTML Application (HTA).
commandLineGets the argument used to launch the HTML Application (HTA).
contextMenuSets or gets a string value that indicates whether the context menu is displayed when the right mouse button is clicked.
iconSets or gets the name and location of the icon specified in the HTML Application (HTA).
innerBorderSets or gets a string value that indicates whether the inside 3-D border is displayed.
maximizeButtonSets or gets a Boolean value that indicates whether a Maximize button is displayed in the title bar of the HTML Application (HTA) window.
minimizeButtonSets or gets a Boolean value that indicates whether a Minimize button is displayed in the title bar of the HTML Application (HTA) window.
navigableSets or gets a string value that indicates whether linked documents are loaded in the main HTA window or in a new browser window.
scrollSets or gets a string value that indicates whether the scroll bars are displayed.
scrollFlatSets or gets a string value that indicates whether the scroll bar is 3-D or flat.
selectionSets or gets a string value that indicates whether the content can be selected with the mouse or keyboard.
showInTaskBarSets or gets a value that indicates whether the HTML Application (HTA) is displayed in the Microsoft Windows taskbar.
singleInstanceSets or gets a value that indicates whether only one instance of the specified HTML Application (HTA) can run at a time.
sysMenuSets or gets a Boolean value that indicates whether a system menu is displayed in the HTML Application (HTA).
versionSets or gets the version number of the HTML Application (HTA).
windowStateSets or gets the initial size of the HTA window.