Timer msgs use the OS msg queue (are queued).
Originally Posted by MSDN
The WM_TIMER message is a low-priority message.
The GetMessage and PeekMessage functions post this message only when no other higher-priority messages are in the thread's message queue.
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messages are processed in the following order:
Sent messages
Posted messages
Input (hardware) messages and system internal events
Sent messages (again)
WM_PAINT messages
WM_TIMER messages
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the system always posts messages at the end of a message queue. This ensures that a window receives its input messages in the proper first in, first out (FIFO) sequence.
The WM_PAINT message, the WM_TIMER message, and the WM_QUIT message, however, are kept in the queue and are forwarded to the window procedure only when the queue contains no other messages.
In addition, multiple WM_PAINT messages for the same window are combined into a single WM_PAINT message, consolidating all invalid parts of the client area into a single area. Combining WM_PAINT messages reduces the number of times a window must redraw the contents of its client area.
