Purpose of DefWindowProcW() is handle the WM_* messages 
There are 260 WM_* are defined in #include <windows.h> 
which you can get when you download "Microsoft Visual Studio Community 2019" 
$ grep "define WM_"  windows.h | wc -l
260
DefWindowProcW() has default implementation of these 260 WM_* (windows messages).
and you can see some of them under https://gitlab.winehq.org/wine/wine/-/blob/master/dlls/win32u/defwnd.c#L2388