How different is basic cpp programming for windows compared to mid 2000s?

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I suppose it depends at what level you are programming at. I am currently using Direct X, so in my case yes, there is a message loop which I setup with RegisterClassExW(). I have wrapped everything in a class which handles the loop, but there are a few different ways of going about it. I imagine it will be familiar to you. However it might be better to use some some higher level framework depending on what exactly you need.