When you select a command in the Windows application menu, the following events are usually triggered:

1, the application will detect the click events of menu items, usually by listening to Windows messages.

2. The application will execute commands associated with menu items, which may involve calling some functions, performing some operations, opening some files, etc.

3. The application can update the interface to reflect the execution result of the command. For example, it can update the status of some controls and display some information.