Yes this is quite easy to do. Windows provides several messages specifically for the non-client area. For example you have WM_NCMOUSEMOVE which can be handled just like WM_MOUSEMOVE but specifically for the non-client area. Most of the messages work like their client-area counterparts and usually with the same data structures. Below is a list of non-client area messages.
WM_NCCREATE
WM_NCDESTROY
WM_NCCALCSIZE
WM_NCHITTEST
WM_NCPAINT
WM_NCACTIVATE
WM_NCMOUSEMOVE
WM_NCLBUTTONDOWN
WM_NCLBUTTONUP
WM_NCLBUTTONDBLCLK
WM_NCRBUTTONDOWN
WM_NCRBUTTONUP
WM_NCRBUTTONDBLCLK
WM_NCMBUTTONDOWN
WM_NCMBUTTONUP
WM_NCMBUTTONDBLCLK
WM_NCXBUTTONDOWN
WM_NCXBUTTONUP
WM_NCXBUTTONDBLCLK
WM_NCMOUSEHOVER
WM_NCMOUSELEAVE