The answer is there behind the "Conceptual" section link on the MSDN page you refer to.
About Windows - Window Handle:
Window Handle
After creating a window, the creation function returns a window handle that uniquely identifies the window. A window handle has the HWND data type; an application must use this type when declaring a variable that holds a window handle. An application uses this handle in other functions to direct their actions to the window.
Structure of a Window Procedure
A window procedure is a function that has four parameters and returns a signed value. The parameters consist of a window handle, a UINT message identifier, and two message parameters declared with the WPARAM and LPARAM data types. For more information, see WindowProc.