How Noncommand Messages Reach Their Handlers
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Unlike commands, standard Windows messages do not get routed through a chain of command targets but are usually handled by the window to which Windows sends the message. The window might be a main frame window, an MDI child window, a standard control, a dialog box, a view, or some other kind of child window.
At run time, each Windows window is attached to a window object (derived directly or indirectly from CWnd) that has its own associated message map and handler functions. The framework uses the message map — as for a command — to map incoming messages to handlers.