Where this MFC Wizard generated code reads the ESC key?

// stdafx.h : include file for standard system include files,
// or project specific include files that are used frequently,
// but are changed infrequently

#pragma once

#ifndef VC_EXTRALEAN
#define VC_EXTRALEAN		// Exclude rarely-used stuff from Windows headers
#endif

// Modify the following defines if you have to target a platform prior to the ones specified below.
// Refer to MSDN for the latest info on corresponding values for different platforms.
#ifndef WINVER				// Allow use of features specific to Windows 95 and Windows NT 4 or later.
#define WINVER 0x0400		// Change this to the appropriate value to target Windows 98 and Windows 2000 or later.
#endif

#ifndef _WIN32_WINNT		// Allow use of features specific to Windows NT 4 or later.
#define _WIN32_WINNT 0x0400		// Change this to the appropriate value to target Windows 98 and Windows 2000 or later.
#endif						

#ifndef _WIN32_WINDOWS		// Allow use of features specific to Windows 98 or later.
#define _WIN32_WINDOWS 0x0410 // Change this to the appropriate value to target Windows Me or later.
#endif

#ifndef _WIN32_IE			// Allow use of features specific to IE 4.0 or later.
#define _WIN32_IE 0x0400	// Change this to the appropriate value to target IE 5.0 or later.
#endif

#define _ATL_CSTRING_EXPLICIT_CONSTRUCTORS	// some CString constructors will be explicit

// turns off MFC's hiding of some common and often safely ignored warning messages
#define _AFX_ALL_WARNINGS

#include <afxwin.h>         // MFC core and standard components
#include <afxext.h>         // MFC extensions

#include <afxdtctl.h>		// MFC support for Internet Explorer 4 Common Controls
#ifndef _AFX_NO_AFXCMN_SUPPORT
#include <afxcmn.h>			// MFC support for Windows Common Controls
#endif // _AFX_NO_AFXCMN_SUPPORT

// Win32TestAppDlg.h : header file
//

#pragma once


// CWin32TestAppDlg dialog
class CWin32TestAppDlg : public CDialog
{
// Construction
public:
	CWin32TestAppDlg(CWnd* pParent = NULL);	// standard constructor

// Dialog Data
	enum { IDD = IDD_WIN32TESTAPP_DIALOG };

	protected:
	virtual void DoDataExchange(CDataExchange* pDX);	// DDX/DDV support


// Implementation
protected:
	HICON m_hIcon;

	// Generated message map functions
	virtual BOOL OnInitDialog();
	afx_msg void OnPaint();
	afx_msg HCURSOR OnQueryDragIcon();
	DECLARE_MESSAGE_MAP()
};

// Win32TestApp.h : main header file for the PROJECT_NAME application
//

#pragma once

#ifndef __AFXWIN_H__
	#error include 'stdafx.h' before including this file for PCH
#endif

#include "resource.h"		// main symbols


// CWin32TestApp:
// See Win32TestApp.cpp for the implementation of this class
//

class CWin32TestApp : public CWinApp
{
public:
	CWin32TestApp();

// Overrides
	public:
	virtual BOOL InitInstance();

// Implementation

	DECLARE_MESSAGE_MAP()
};

extern CWin32TestApp theApp;

// stdafx.cpp : source file that includes just the standard includes
// Win32TestApp.pch will be the pre-compiled header
// stdafx.obj will contain the pre-compiled type information

#include "stdafx.h"



// Win32TestAppDlg.cpp : implementation file
//

#include "stdafx.h"
#include "Win32TestApp.h"
#include "Win32TestAppDlg.h"

#ifdef _DEBUG
#define new DEBUG_NEW
#endif


// CWin32TestAppDlg dialog



CWin32TestAppDlg::CWin32TestAppDlg(CWnd* pParent /*=NULL*/)
	: CDialog(CWin32TestAppDlg::IDD, pParent)
{
	m_hIcon = AfxGetApp()->LoadIcon(IDR_MAINFRAME);
}

void CWin32TestAppDlg::DoDataExchange(CDataExchange* pDX)
{
	CDialog::DoDataExchange(pDX);
}

BEGIN_MESSAGE_MAP(CWin32TestAppDlg, CDialog)
	ON_WM_PAINT()
	ON_WM_QUERYDRAGICON()
	//}}AFX_MSG_MAP
END_MESSAGE_MAP()


// CWin32TestAppDlg message handlers

BOOL CWin32TestAppDlg::OnInitDialog()
{
	CDialog::OnInitDialog();

	// Set the icon for this dialog.  The framework does this automatically
	//  when the application's main window is not a dialog
	SetIcon(m_hIcon, TRUE);			// Set big icon
	SetIcon(m_hIcon, FALSE);		// Set small icon

	// TODO: Add extra initialization here
	
	return TRUE;  // return TRUE  unless you set the focus to a control
}

// If you add a minimize button to your dialog, you will need the code below
//  to draw the icon.  For MFC applications using the document/view model,
//  this is automatically done for you by the framework.

void CWin32TestAppDlg::OnPaint() 
{
	if (IsIconic())
	{
		CPaintDC dc(this); // device context for painting

		SendMessage(WM_ICONERASEBKGND, reinterpret_cast<WPARAM>(dc.GetSafeHdc()), 0);

		// Center icon in client rectangle
		int cxIcon = GetSystemMetrics(SM_CXICON);
		int cyIcon = GetSystemMetrics(SM_CYICON);
		CRect rect;
		GetClientRect(&rect);
		int x = (rect.Width() - cxIcon + 1) / 2;
		int y = (rect.Height() - cyIcon + 1) / 2;

		// Draw the icon
		dc.DrawIcon(x, y, m_hIcon);
	}
	else
	{
		CDialog::OnPaint();
	}
}

// The system calls this function to obtain the cursor to display while the user drags
//  the minimized window.
HCURSOR CWin32TestAppDlg::OnQueryDragIcon()
{
	return static_cast<HCURSOR>(m_hIcon);
}


// Win32TestApp.cpp : Defines the class behaviors for the application.
//

#include "stdafx.h"
#include "Win32TestApp.h"
#include "Win32TestAppDlg.h"

#ifdef _DEBUG
#define new DEBUG_NEW
#endif


// CWin32TestApp

BEGIN_MESSAGE_MAP(CWin32TestApp, CWinApp)
	ON_COMMAND(ID_HELP, CWinApp::OnHelp)
END_MESSAGE_MAP()


// CWin32TestApp construction

CWin32TestApp::CWin32TestApp()
{
	// TODO: add construction code here,
	// Place all significant initialization in InitInstance
}


// The one and only CWin32TestApp object

CWin32TestApp theApp;


// CWin32TestApp initialization

BOOL CWin32TestApp::InitInstance()
{
	CWinApp::InitInstance();

	// Standard initialization
	// If you are not using these features and wish to reduce the size
	// of your final executable, you should remove from the following
	// the specific initialization routines you do not need
	// Change the registry key under which our settings are stored
	// TODO: You should modify this string to be something appropriate
	// such as the name of your company or organization
	SetRegistryKey(_T("Local AppWizard-Generated Applications"));

	CWin32TestAppDlg dlg;
	m_pMainWnd = &dlg;
	INT_PTR nResponse = dlg.DoModal();
	if (nResponse == IDOK)
	{
		// TODO: Place code here to handle when the dialog is
		//  dismissed with OK
	}
	else if (nResponse == IDCANCEL)
	{
		// TODO: Place code here to handle when the dialog is
		//  dismissed with Cancel
	}

	// Since the dialog has been closed, return FALSE so that we exit the
	//  application, rather than start the application's message pump.
	return FALSE;
}