I was wondering how to intercept a WM_ specific message into a C++ class, I need to use the RegisterDeviceNotification function to register a specific WM_ message (I need a window here right?) and then intercept it and call the appropriate function

The C++ class should be included in any project, from a console one to a win32 to a mfc one. My idea is to create the skeleton of a win32 window and then use the WndProc for that window, is this stupid?

Is there any (surely) better solution?