If you are using MFC (Microsoft Foundation Classes), the WndProc procedure is effectively hidden within the CApp and CMainFrame classes and is not visible for editing and revision. Likewise, much of the message handling is also concealed, and many of the parameters accompanying messages are parsed before being passed to the derived functions.
These differences are too numerous to list in detail, but they should be relatively easy for you to understand. If you have difficulties, refer to the online documentation supplied with the Visual C/C++ compiler and Microsoft Developer Studio.