Windows classes need to be registered before they can be used (built-in windows classes don't). This tells the operating system about your window.

programming - windows - windows class registration

After the windows class has been registered, instances of the window can be created.

programming - windows - windows creation

The operating system interacts with a window by sending it messages. A function is required to decode these messages and perform any actions required in response. The address of this function is part of the information provided to windows during registration.

programming - windows - windows message decoding

If you don't respond to the WM_DESTROY message, your window won't be destroyed and your program will not close.

programming - windows - windows destruction

An attempt to list all the messages a user created window might see:

• programming - windows - List of Messages to Windows