This is the heart of the whole program, pretty much everything that your program does passes through this point of control.
while(GetMessage(&Msg, NULL , 0, 0) > 0)
GetMessage() gets a message from your application's message queue. Any time the user moves the mouse, types on the keyboard, clicks on your window's menu, or does any number of other things, messages are generated by the system and entered into your program's message queue. By calling GetMessage() you are requesting the next available
message to be removed from the queue and returned to you for processing. If there is no message, GetMessage() Blocks. If you are unfamiliar with the term, it means that it waits untill there is a message, and then returns it to you.
TranslateMessage() does some additional processing on keyboard events like generating WM_CHAR messages to go along with WM_KEYDOWN messages. Finally DispatchMessage() sends the message out to the window that the message was sent to. This could be our main window or it could be another one, or a control, and in some cases a
window that was created behind the scenes by the sytem or another program. This isn't something you need to worry about because all we are concerned with is that we get the message and send it out, the system takes care of the rest making sure it gets to the proper window.