The WM_DESTROY message is another important message. This message indicates that Windows is in the process of destroying a window based on a command from the user. The message is a result of the user selecting Close from the program's system menu or pressing Alt-F4.
HELLOWIN responds to this message in a standard way by calling:
PostQuitMessage (0) ;
This function inserts a WM_QUIT message in the program's message queue. I mentioned earlier that GetMessage returns nonzero for any message other than WM_QUIT that it retrieves from the message queue. When GetMessage retrieves a WM_QUIT message, GetMessage returns 0. This causes WinMain to drop out of the message loop and exit, terminating the program.