How does windows.h change the main entry function to WinMain()?

I do not understand this. All C programs must start at the main() function, right? But how does Win32 applications change it to using WinMain() instead? Why does it not use main()?

What is happening behind the scenes?

Code:

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#include <windows.h>


int WinMain (HINSTANCE hInst, HINSTANCE hPrev, LPSTR lpCmd, int nShow)
{
    MessageBox(NULL, "Hello, Windows!", "Hello", MB_OK);
}

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The compiled final code isn't just YOUR code. There is an initialization and finalization codes as well. This 'initialization' code calls main(), in console applications, but Windows calls WinMain() on "windows" applications.