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The new home for Visual Studio documentation is Visual Studio 2017 Documentation on docs.microsoft.com.
The latest version of this topic can be found at Allocating and Deallocating Window Memory.
Do not use the C++ delete operator to destroy a frame window or view. Instead, call the CWnd member function DestroyWindow. Frame windows, therefore, should be allocated on the heap with operator new. Be careful when allocating frame windows on the stack frame or globally. Other windows should be allocated on the stack frame whenever possible.