User32.dll is the core of the windows dll used for window and other interactive tasks of user programs. WPF does not use it much.
Windows.Forms is basically a .net shell around User32, and therefore is still entirely based on GDI, GDI +, and windows.
WPF is a newer and largely different structure that is almost independent of window messages and window descriptors (hWnd). It draws on the screen using Direct * and, therefore, is more powerful and often works better by uploading graphic rendering to a video card.
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