C/Visual C - como creo un menu en borland c++

#include <windows.h>

#include <iostream>

HMENU hMenu;

hMenu = CreateMenu();

AppendMenu(hMenu, MF_STRING, 1, "Opción 1");

AppendMenu(hMenu, MF_STRING, 2, "Opción 2");

AppendMenu(hMenu, MF_STRING, 3, "Salir");

LRESULT CALLBACK WindowProc(HWND hwnd, UINT uMsg, WPARAM wParam, LPARAM lParam) {

    switch (uMsg) {

        case WM_COMMAND:

            switch (LOWORD(wParam)) {

                case 1:

                    MessageBox(hwnd, "Seleccionaste Opción 1", "Info", MB_OK);

                    break;

                case 2:

                    MessageBox(hwnd, "Seleccionaste Opción 2", "Info", MB_OK);

                    break;

                case 3:

                    PostQuitMessage(0);

                    break;

            }

            break;

        case WM_DESTROY:

            PostQuitMessage(0);

            break;

        default:

            return DefWindowProc(hwnd, uMsg, wParam, lParam);

    }

    return 0;

}

int main() {

    HWND hwnd;

    MSG msg;

    WNDCLASS wc = {0};

    wc.lpfnWndProc = WindowProc;

    wc.hInstance = GetModuleHandle(NULL);

    wc.lpszClassName = "MiVentana";

    RegisterClass(&wc);

    hwnd = CreateWindow("MiVentana", "Ejemplo de menú", WS_OVERLAPPEDWINDOW, CW_USEDEFAULT, CW_USEDEFAULT, 300, 200, NULL, hMenu, NULL, NULL);

    ShowWindow(hwnd, SW_SHOW);

    while (GetMessage(&msg, NULL, 0, 0)) {

        TranslateMessage(&msg);

        DispatchMessage(&msg);

    }

    return msg.wParam;

}