Win32 application doesn't close on window exits

Question

I have simple program:

   MSG msg = { };  
     
           while (true) {  
               while (PeekMessageW(&msg, state.hwnd, 0, 0, PM_REMOVE)) {  
                   TranslateMessage(&msg);  
                   DispatchMessageW(&msg);  
               }  
     
               if (msg.message == WM_QUIT) return;  
           }  

I am using VS2022, and when I run the debugger, the app does work, the window showing, but when I close the window, the debugger still running.
I am new to PeekMessage, and this is the first tutorial I tried out.

The full code is here

Answer 1

You can do :

        while (TRUE)  
        {  
            if (PeekMessage(&msg, NULL, 0, 0, PM_REMOVE))  
            {  
                if (msg.message == WM_QUIT)  
                {  
                    break;  
                }  
                TranslateMessage(&msg);  
                DispatchMessage(&msg);  
            }  
            OutputDebugStringW(L"Test\n");  
        }  

(and add in WindowProcedure :

        switch (msg) {  
        case WM_DESTROY:  
        {  
            PostQuitMessage(0);  
            return 0;  
            }         
        }  

)