Before continue this article, should read Win32 Window Basic.
To create layered window, call CreateWindowEx
with WS_EX_LAYERED
(https://msdn.microsoft.com/en-us/library/windows/desktop/ff700543(v=vs.85).aspx)
WNDCLASSEX cls;
memset(&cls, 0, sizeof(WNDCLASSEX));
cls.cbSize = sizeof(WNDCLASSEX);