Hi JRS, msgdemo sample can help you in using some of these funcions. Sample project is located in \samples\toolbox folder in your computer.
As a general rule, to use Windows API you must include some header file defined for every function in Windows SDK: for almost all APIs it's enough to #include <windows.h>, after rewieving sdk documentation to check all hader files your functions need. Also, in some case you will need to add some static special library to your project (this is the case for example of RegisterWindowMessage, which needs the project to be linked to user32.lib): online documentation is a mandatory source of informations in this respect.
