Hmm, by function to use it i am assuming you are asking how do you handle it when its pressed...
For starters you havnt assigned your button with an ID which you need to do to handle it.
#define ID_BUTTON 2556
HWND hWndButton = CreateWindow("BUTTON", "My Button", BS_PUSHBUTTON | WS_CHILD | WS_VISIBLE,
10, 10, 65, 15, hWnd, (HMENU)ID_BUTTON, hInstance, 0);
Ok your button now has an ID, now you handle a message when its pressed, more specifically WM_COMMAND.
Do this in your main message loop:
//executed when your butttons pressed
MessageBox(hWnd, "Button was clicked!!!", "Event...", MB_OK);
Hope that helps,