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Previous code implements simple window without menu. The drawback of the code is 
that it does not process WM_DESTROY message to unload window from memory after 
running it (as result the program can not be rebuilt because it is still in 
memory even though Close Button on System Menu was pressed and one need to kill 
process manually - with Windows Task Manager as an option).

In this demo WM_DESTROY message is handled in switch case structure windows
callback function:

switch( iMsg )
{
    case WM_DESTROY:
    {
	PostQuitMessage(0);
        break;
    }
}

Also simple menu structure with popup menus is added. Menu is created in case 
block of callback function in responce on WM_CREATE message:

switch( iMsg )
{
    case WM_CREATE:
    {
        HMENU hMenuMain;
	HMENU hMenuPopup1,hMenuPopup2;

        hMenuMain   = CreateMenu();
        hMenuPopup1 = CreatePopupMenu();

	AppendMenu(hMenuMain,  MF_STRING|MF_POPUP,(UINT)hMenuPopup1,"Commands");
        AppendMenu(hMenuPopup1,MF_STRING, IDM_COMMANDS, "Press Me ...");

        hMenuPopup2 = CreatePopupMenu();
        AppendMenu(hMenuMain,   MF_STRING|MF_POPUP, (UINT)hMenuPopup2, "Help" );
        AppendMenu(hMenuPopup2, MF_STRING,                  IDM_ABOUT, "About");

	SetMenu ( hwnd, hMenuMain );
        break;
    }
}

Constants IDM_COMMANDS and IDM_ABOUT are defined just above APIENTRY WinMain
function:

#define IDM_COMMANDS       101 //menu item ID is arbitrarily, but unique
#define IDM_ABOUT          105

When a user clicks a menu item WM_COMMAND message is sent. This message 
contains information what specific menu item was pressed in LOWORD of wParam. 
Message is processed in another case block of windows callback function:

case WM_COMMAND:
{
    HMENU hMenu      = GetMenu(hwnd);
    switch (LOWORD(wParam))
    {
        case IDM_COMMANDS:
	{
	    DWORD dMenuState = GetMenuState(hMenu, IDM_COMMANDS, MF_BYCOMMAND);
	    if(dMenuState == MF_CHECKED)
	    {
		CheckMenuItem(hMenu, IDM_COMMANDS, MF_BYCOMMAND | MF_CHECKED);
	    }
	    else
	    {
		CheckMenuItem(hMenu, IDM_COMMANDS, MF_BYCOMMAND | MF_UNCHECKED);
	    }
            break;
	}
	case IDM_ABOUT:
	{
	    MessageBox(NULL,
                       "You've just clicked About menu item",
                       "Message", 
			MB_OK);
	    break;
	}
    }
    break;
}




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