Visual C++ :: Receiving Windows Message In Console Application?

I'm trying to write a program that passes Windows messages back and forth from another program that controls a laboratory instrument. I was able to write a program that successfully passes instructions, as evidenced by the instrument doing what I tell it. However, I am having trouble getting a return status from the instrument. The manual instructs the following:

// demo code, etc.
// send message to the instrument operating software here...
SendMessage(hwnd, WM_COPYDATA, tag, (LPARAM) &cd)

Either a completion message or return data is returned. Remote commands ReturnStatus, ReturnTiming, and ReturnData return data. In either case, data is received through an asynchronous windows message inside Win32 COPYDATASTRUCT type data packet.For example, a typical OnCopyData window callback is shown below, where the string data retrieved is finally stored into a Microsoft CString object. Note the use of variable replyTag, discussed above, which is used to isolate the correct windows message returned.

BOOL CUserDlg::OnCopyData(CWnd* pWnd, COPYDATASTRUCT* cd) {
….
if (cd->dwData == replyTag) {
/* String pointing to status */
CString retStatus = (char*) cd->lpData;
}
….
}

I can't tell if my problem is in generating the replyTag, getting the HWND to my own console window, or the actual receiving part of the code.

When setting the replyTag, the manual instructs: UINT replyTag = RegisterWindowMessage(“SOFTMaxProReplyMsg”);. However, I have to put an "L" in front of the string or I get a data type error (can't convert const char* to LPCWSTR).

When setting a HWND for myself, the manual instructs: HWND MyWnd = GetSafeHwnd().

That produces an error because GetSafeHwnd is a function of the Cwnd class, and I don't have a Cwnd. I have replaced it with HWND MyWnd = GetConsoleWindow();

When listening for the reply message, the manual instructs what I quoted above. However, I again don't have a Cwnd. I therefore simply used

if (cd.dwData == replyTag) {
CString retStatus = (char*) cd.lpData;
}

The above if statement always evaluates false, and the cd.lpdata contains the message that I had sent out instead of a reply message. How to get a reply using my console application. Here is the full code of my function:

Code:
#include "stdafx.h"
#include<iostream>
#include<vector>
#include<string>
#include<afxwin.h>
using namespace std;
void SendCommand(string command) {
// Get tags to identify the receiving and sending messages

[code]....