GetProcessHandleFromHwndは、Hookから。

hoge.cpp

#include <windows.h>
#include <Shlobj.h>
#include <Exdisp.h>

#pragma comment(lib,"oleacc.lib")//自前
#pragma comment(lib,"ole32.lib")
#pragma comment(lib,"user32.lib")
#pragma comment(lib,"shell32.lib")
#pragma comment(lib,"shdocvw.Lib")//自前

extern "C" HRESULT __stdcall SHGetIDispatchForFolder(
	ITEMIDLIST *pidl,
	void** ppv
);

extern "C" HANDLE WINAPI GetProcessHandleFromHwnd(
  _In_ HWND hwnd
);

void hoge()
{
	ITEMIDLIST *pidl;
	HRESULT hr = SHGetSpecialFolderLocation(0, CSIDL_PERSONAL, &pidl);

	IDispatch *pDisp;
	hr = SHGetIDispatchForFolder(pidl, (void**) &pDisp);

	IWebBrowser2 *pBrowser;
	HWND hwnd;

	if (pDisp){
		pDisp->QueryInterface(IID_PPV_ARGS(&pBrowser));

		if (pBrowser){
			pBrowser->get_HWND((SHANDLE_PTR *)&hwnd);
			HANDLE hProcess = GetProcessHandleFromHwnd(hwnd);

			if(hProcess){
				WaitForSingleObject(hProcess, INFINITE);
				CloseHandle(hProcess);
				pBrowser->Release();
				MessageBoxW(0,L"閉じられた(｀･ω･´)ゞ", L"", MB_OK);
			}
		}
		pDisp->Release();
	}
	ILFree(pidl);
}

int CALLBACK WinMain(
	_In_ HINSTANCE hInstance,
	_In_ HINSTANCE hPrevInstance,
	_In_ LPSTR     lpCmdLine,
	_In_ int       nCmdShow
	)
{
	CoInitialize(nullptr);
	hoge();
	CoUninitialize();
	return 0;
}