It causes WinGetMsg to return as for all other messages.
Note: Applications that call WinPeekMsg rather than WinGetMsg should test explicitly for WM_QUIT.
This message should not be dispatched to the default window procedure. The intent of this message is to cause the WinGetMsg loop to terminate.
Typically this message is posted by the application when the application exit command is selected from the action bar.
This message is also sent to all applications when the system is closing down. To reply to this, the application should either cancel the request by issuing an WinCancelShutdown function or close itself down by issuing a WinDestroyMsgQueue function.