This..Question is not making any sense, for all we know you could be performing a Process Injection, or a PE relocation, please specify whats your aim before asking us to predict.
It just declares a struct of type MSG.
It's a struct, so it can contain other structs or other values like ints, shorts...
For Win32, this struct will store data related to a system (or user) message, such as a mouse click, a key press, a timer event, a redraw request...