Applications send event notifications using the BroadcastSystemMessage function. Any application with a top-level window can receive basic notifications by processing the WM_DEVICECHANGE message. Applications can use the RegisterDeviceNotification function to register to receive device notifications.
WM_DEVICECHANGE
The WM_DEVICECHANGE device message notifies an application of a change to the hardware configuration of a device or the computer.
For devices that offer software-controllable features, such as ejection and locking, the system typically sends a DBT_DEVICEREMOVEPENDING message to let applications and device drivers end their use of the device gracefully. If the system forcibly removes a device, it may not send a DBT_DEVICEQUERYREMOVE message before doing so