CWinApp implements the main thread of any application. This it is primarily derived from CWinThread. CWinThread is again handles UI thread messages and thus derided from from CCmdTarget. Lastly CCmdTarget is derived from CObject which is the main base class of MFC library.
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MFC hides WinMain in its framework and includes source file on WinMain(). This explains how framework calls global CWinApp::Initinstance() from entry WinMain.
This is constructed during global C++ objects are constructed and is already available when Windows calls the WinMain function, which is supplied by the ...
Define a custom Window class structure, Register the class name, CreateWindow, Show windows and write message get and dispatch loop statements. Define the Window CallBack procedure and write the handlers.
DispatchMessage() is a API which indirectly triggers the Window CallBack procedure. Message structure members from this function are passed to the CallBack procedure. CallBack procedure should implement event handlers depending on the need of the application.
LPARAM and WPARAM are the two parameters in Window CallBack procedure. They signifies parameters of various events. They are used in handing individual events.
We need to write WinMain and need to follow all these in a Win32 application. However we need not to write much if we are writing an application with MFC ...
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