Since you pretty much have to run a message pump in order to have a window, you might as well use that pump to handle keyboard and mouse input as well. It's entirely up to your pump whether you hand keyboard events on to a child window, you can handle them in the pump if you prefer.
Your typical message pump looks like this:
while (GetMessage(&msg, NULL, 0, 0))
{
if (WM_QUIT == msg.message)
break;
TranslateMessage(&msg); // post a WM_CHAR message if this is a WM_KEYDOWN
DispatchMessage(&msg); // this sends messages to the msg.hwnd
}
For a game, your pump might look more like this
while (true)
{
if (PeekMessage(&msg, NULL, 0, 0, PM_REMOVE | PM_NOYIELD))
{
bool fHandled = false;
if (msg.message >= WM_MOUSEFIRST && msg.message <= WM_MOUSELAST)
fHandled = MyHandleMouseEvent(&msg);
else if (msg.message >= WM_KEYFIRST && msg.message <= WM_KEYLAST)
fHandled = MyHandleKeyEvent(&msg);
else if (WM_QUIT == msg.message)
break;
if ( ! fHandled)
{
TranslateMessage(&msg);
DispatchMessage(&msg);
}
}
else
{
// if there are no more messages to handle right now, do some
// game slice processing.
//
}
}
Of course, your actual pump will likely be even more complex than that, possibly with a MsgWaitForMultipleObjects
so that you can wake periodically even if there a no messages to process, but immediatelly when there are messages.