Mapping Windows Messages to Your Class
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Mapping Windows Messages to Your Class 

If you need your dialog box to handle Windows messages, override the appropriate handler functions. To do so, use the Properties window to map the messages to the dialog class. This writes a message-map entry for each message and adds the message-handler member functions to the class. Use the Visual C++ source code editor to write code in the message handlers.

You can also override member functions of CDialog and its base classes, especially CWnd.

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