From:http://zengkun100.spaces.live.com/blog/cns!19148BEA9D1904A!182.entry
Overlapped Windows
An overlapped window is a top-level window that has a title bar, border, and client area; it is meant to serve as an application's main window. It can also have a window menu, minimize and maximize buttons, and scroll bars. An overlapped window used as a main window typically includes all of these components.
By specifying the WS_OVERLAPPED or WS_OVERLAPPEDWINDOW style in the CreateWindowEx function, an application creates an overlapped window. If you use the WS_OVERLAPPED style, the window has a title bar and border. If you use the WS_OVERLAPPEDWINDOW style, the window has a title bar, sizing border, window menu, and minimize and maximize buttons.
Pop-up Windows
Pop-up windows are top-level windows and are connected to the desktop window's child windows list. Applications usually use pop-up windows for dialog boxes. The main difference between pop-up and overlapped windows is that pop-up windows need not have captions and overlapped windows must have captions. When a pop-up window does not have a caption, it can be created without a border. Pop-up windows may own other top-level windows or be owned by other top-level windows or both. All pop-up windows have the WS_CLIPSIBLINGS style, even if it was not specified. Pop-up windows must not be created with the CW_USEDEFAULT value for either the position or the size of the window. Pop-up windows that use CW_USEDEFAULT will exist but will have no size or no position or both. Overlapped windows are usually reserved for your application's main window and, in fact, are sometimes called Main windows or Frame windows. Pop-up windows are usually used to communicate with the user in the form of Dialog boxes and Message boxes.
A pop-up window is a special type of overlapped window used for dialog boxes, message boxes, and other temporary windows that appear outside an application's main window. Title bars are optional for pop-up windows; otherwise, pop-up windows are the same as overlapped windows of the WS_OVERLAPPED style.
You create a pop-up window by specifying the WS_POPUP style in CreateWindowEx. To include a title bar, specify the WS_CAPTION style. Use the WS_POPUPWINDOW style to create a pop-up window that has a border and a window menu. The WS_CAPTION style must be combined with the WS_POPUPWINDOW style to make the window menu visible.
Child Windows
Child windows must have a parent window and are confined to the client area of their parent. This is the major distinction between child windows and overlapped and pop-up windows. Child window parents can be top-level windows or other child windows. Child windows are positioned from their parent window's upper-left corner and not from the upper-left of the screen as are top-level windows. Child windows are clipped to the client area of their parent. Controls in a dialog box are child windows whose parent is the dialog box. Child windows must not be created with the CW_USEDEFAULT value for either the position or size of the window. Child windows that use CW_USEDEFAULT will exist but will have no size or position or both.
A child window has the WS_CHILD style and is confined to the client area of its parent window. An application typically uses child windows to divide the client area of a parent window into functional areas. You create a child window by specifying the WS_CHILD style in the CreateWindowEx function.
A child window must have a parent window. The parent window can be an overlapped window, a pop-up window, or even another child window. You specify the parent window when you call CreateWindowEx. If you specify the WS_CHILD style in CreateWindowEx but do not specify a parent window, the system does not create the window.
A child window has a client area but no other features, unless they are explicitly requested. An application can request a title bar, a window menu, minimize and maximize buttons, a border, and scroll bars for a child window, but a child window cannot have a menu. If the application specifies a menu handle, either when it registers the child's window class or creates the child window, the menu handle is ignored. If no border style is specified, the system creates a borderless window. An application can use borderless child windows to divide a parent window's client area while keeping the divisions invisible to the user.