You need to implement a message map for windows events.
https://learn.microsoft.com/en-us/windows/win32/inputdev/wm-keydown
https://learn.microsoft.com/en-us/windows/win32/inputdev/virtual-key-codes
LRESULT CALLBACK WndProc(HWND hWnd, UINT message, WPARAM wParam, LPARAM lParam)
{
switch (message)
{
case WM_KEYDOWN:
switch (wParam)
{
case VK_UP:
MessageBoxA(hWnd, "UP", "ARROW", MB_OK);
break;
}
break;
default:
return DefWindowProc(hWnd, message, wParam, lParam);
}
return 0;
}