This is not Win32; This is the MFC. Typically, a Win32 control raises events by sending a message to the parent window. However, if you have your own class derived from one of the MFC shells (for example, you wrapped CTreeCtrl with CMyFunkyTreeCtrl), you can handle these events in a derived class.
MFC uses these reflection messages to drop the event back to the class itself, where your derived class can see them.
See TN062: Message Reflection for Windows Controls (MFC) for more information.