Holy cow, I wrote a book!
There are a whole bunch of things in Windows that call themselves
and none of them have anything to do with each other.
There is the
window manager message queue,
which holds window messages.
And there is the
Microsoft Message Queue (MSMQ)
which is a networking technology
for allowing multiple computers to communicate with each other
by sending and reading messages.
The Windows Mobile folks didn't want to feel left out,
so they created their own
Message Queue Point-to-Point message queue system.
These are all unrelated technologies.
Trying to, say, read window messages from a MSMQ message queue
will get you nowhere.