The question is incorrect, because this is not a function but an interface, see http://msdn.microsoft.com/en-us/library/windows/desktop/bb775771%28v=vs.85%29.aspx
If you poorly understand the difference, you won't be able to use it. Perhaps you would need to lean how OOP works, in particular, in C++, starting from the very beginning. Grab a C++ manual. You will find many recommendations on such reading if you search CodeProject.