MFC Messages Versus Objective Grid Virtuals
MFC uses a message-map architecture. If you want your MFC class to handle window messages, you derive it from CCmdTarget. A message map routes messages to the member functions you write to handle them. Generally, you use the MFC ClassWizard to add these message handlers to your classes. In this manner, a particular message ID is tied to a member method which handles it.
Objective Grid does not use a messaging architecture. Objective Grid classes define virtual methods that implement particular tasks. To change the functionality, you override the virtual method.
You should note that most Objective Grid classes do inherit from CWnd, so they do have message maps associated with them, but these messages are CWnd messages to accomplish CWnd tasks, and not part of the Objective Grid core architecture (which is implemented through class CGXGridCore.)