CEdit::Undo function & EM_UNDO message

If you are calling CEdit::OnChar() from your CEditEx::OnChar(), the default Undo should still work.

Because the default Undo of an edit control can only undo the last operation, implementation is simple: In CEditEx::OnChar() store the text in an undo member variable when the content is to be changed (e.g. when not handling a cursor key). In your CEditEx::Undo() restore the content by passing the text from the undo member variable to SetWindowText().

To support undo for copy, cut, and paste operations, copy the text to the same variable in these handlers.

Updated answer for the updated question:
Add these to your class:

class CEditEx : public CEdit
{
...
public:
    inline BOOL CanUndo() const { return m_bCanUndo; }
protected:
    void SaveUndoText();
    BOOL m_bCanUndo;
    CString m_strWindowTextUndo;
...
public:
    afx_msg void OnCut();	
    afx_msg void OnUndo();
}

And these to your implementation:

CEditEx::CEditEx()
{
    m_bCanUndo = FALSE;
}

BEGIN_MESSAGE_MAP(CEditEx, CEdit)
...
    ON_COMMAND(ID_EDIT_CUT, OnCut)
    ON_COMMAND(ID_EDIT_UNDO, OnUndo)
END_MESSAGE_MAP

void CEditEx::SaveUndoText()
{
    GetWindowText(m_strWindowTextUndo);
    m_bCanUndo = TRUE;
}

void CEditEx::OnUndo()
{
    if (m_bCanUndo)
    {
        CString strRedo;
        GetWindowText(strRedo);
        SetWindowText(m_strWindowTextUndo);
        m_strWindowTextUndo = strRedo;
    }
}

void CEditEx::OnCut()
{
    // Must check for selection. Otherwise undo would not work.
    int nStartChar, nEndChar;
    GetSel(nStartChar, nEndChar);
    if (nStartChar != nEndChar)
    {
        SaveUndoText();
        CEdit::Cut();
    }
}

void CEditEx::OnChar(UINT nChar, UINT nRepCnt, UINT nFlags)
{
...
    // Before changing the content.
    SaveUndoText();
...
}

Implement OnClear() and OnPaste() like OnCut().