Registrazione della finestra

La procedura principale è la WinMain.

int WINAPI WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance,
    LPSTR lpCmdLine, int nCmdShow)
{
    WNDCLASSEX wc;
    HWND hwnd;
    MSG Msg;

    //Step 1: Registering the Window Class
    wc.cbSize        = sizeof(WNDCLASSEX);
    wc.style         = 0;
    wc.lpfnWndProc   = WndProc;
    wc.cbClsExtra    = 0;
    wc.cbWndExtra    = 0;
    wc.hInstance     = hInstance;
    wc.hIcon         = LoadIcon(NULL, IDI_APPLICATION);
    wc.hCursor       = LoadCursor(NULL, IDC_ARROW);
    wc.hbrBackground = (HBRUSH)(COLOR_WINDOW+1);
    wc.lpszMenuName  = NULL;
    wc.lpszClassName = g_szClassName;
    wc.hIconSm       = LoadIcon(NULL, IDI_APPLICATION);

    if(!RegisterClassEx(&wc))
    {
        MessageBox(NULL, "Window Registration Failed!", "Error!",
            MB_ICONEXCLAMATION | MB_OK);
        return 0;
    }

    // Step 2: Creating the Window
    hwnd = CreateWindowEx(
        WS_EX_CLIENTEDGE,
        g_szClassName,
        "The title of my window",
        WS_OVERLAPPEDWINDOW,
        CW_USEDEFAULT, CW_USEDEFAULT, 240, 120,
        NULL, NULL, hInstance, NULL);

    if(hwnd == NULL)
    {
        MessageBox(NULL, "Window Creation Failed!", "Error!",
            MB_ICONEXCLAMATION | MB_OK);
        return 0;
    }

    ShowWindow(hwnd, nCmdShow);
    UpdateWindow(hwnd);

    // Step 3: The Message Loop
    while(GetMessage(&Msg, NULL, 0, 0) > 0)
    {
        TranslateMessage(&Msg);
        DispatchMessage(&Msg);
    }
    return Msg.wParam;
}

...durante la quale, per prima cosa si definisce la variabile wc di tipo WNDCLASSEX, che è una struttura.
Quindi si "registra" la wc.

.....

 WNDCLASSEX wc;

.....

    //Step 1: Registering the Window Class
    wc.cbSize        = sizeof(WNDCLASSEX);
    wc.style         = 0;
    wc.lpfnWndProc   = WndProc;
    wc.cbClsExtra    = 0;
    wc.cbWndExtra    = 0;
    wc.hInstance     = hInstance;
    wc.hIcon         = LoadIcon(NULL, IDI_APPLICATION);
    wc.hCursor       = LoadCursor(NULL, IDC_ARROW);
    wc.hbrBackground = (HBRUSH)(COLOR_WINDOW+1);
    wc.lpszMenuName  = NULL;
    wc.lpszClassName = g_szClassName;
    wc.hIconSm       = LoadIcon(NULL, IDI_APPLICATION);

    if(!RegisterClassEx(&wc))
    {
        MessageBox(NULL, "Window Registration Failed!", "Error!",
            MB_ICONEXCLAMATION | MB_OK);
        return 0;
    }

E questo è il primo passo.