在回调函数WndProc(HWND, UINT, WPARAM, LPARAM) 中加入以下代码即可
case WM_CREATE:
SetWindowLong(hWnd, GWL_STYLE, GetWindowLong(hWnd, GWL_STYLE) & ~WS_CAPTION);
SetWindowPos(hWnd, NULL, 0, 0, 0, 0, SWP_NOSIZE|SWP_NOMOVE|SWP_NOZORDER|SWP_DRAWFRAME);
break;