можно, надо перегрузить в окне виртуальную функцию класса CWnd
(добавить в класс можно визардом)
virtual BOOL OnCommand(
WPARAM wParam,
LPARAM lParam
);
Parameters
wParam
The low-order word of wParam identifies the command ID of the menu item, control, or accelerator. The high-order word of wParam specifies the notification message if the message is from a control. If the message is from an accelerator, the high-order word is 1. If the message is from a menu, the high-order word is 0.
lParam
Identifies the control that sends the message if the message is from a control. Otherwise, lParam is 0.
Return Value
An application returns nonzero if it processes this message; otherwise 0.
Remarks
OnCommand processes the message map for control notification and ON_COMMAND entries, and calls the appropriate member function.
Override this member function in your derived class to handle the WM_COMMAND message. An override will not process the message map unless the base class OnCommand is called.