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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 Implementing a Window (ATL).
Class CWindowImpl allows you to implement a window and handle its messages. Message handing in ATL is based on a message map. This section explains:
How to add a message handler to a control.
What message maps are and how to use them.
The syntax for message handler functions.