On Windows platforms all events are dispatched using the Windows message loop.
Graphical Windows applications contain a running Windows message loop; therefore, this function will not need to be called. Console applications require this function to be called in order to start receiving events.
Throws: Function will throw an exception only if the operating system reports an error.
Blocking: Function will block until StopMessageLoop is called, or (Windows only) a WM_QUIT message is posted to the message loop on the thread that the networking components are running on.