Event when dialog opens, when dialog is shown

Another link to the Microsoft documentation might also be helpful.
Using Dialog Boxes - Win32 apps | Microsoft Docs[^]

Since a dialog is derived from CWnd one could probably also use these messages. BeginPaint is probably also involved in displaying the dialog.

if ((hwndOwner = GetParent(hwndDlg)) == NULL) {
    hwndOwner = GetDesktopWindow(); 
    }

I recommend that you use the Spy utility and find out for yourself exactly what messages are sent. If you have never used it then this is a very good opportunity to learn how.