I have written some FASM code and now want to link it to an .obj file in order to create an executable. I put the FORMAT COFF directive at top of my code, but it can't use the directive import, I checked later in the documentation and saw that indeed the format coff directive does not support import. In such case, how can I call the WinAPI functions from a coff file?
Also, is there a way to make the resource from FASM in COFF, or should I use another language to make a .res file?

if you are using some external LIBs with imports, you can declare the functions that you're using with "extrn" directive, and then link output against import libraries.

Proveren,

Have a look at this thread:

Linking Fasm object files with MS Link

http://board.flatassembler.net/topic.php?t=479&start=0&postdays=0&postorder=asc&highlight=