How to use virtual function in Window procedure?

I have become really good at drawing stuff on the screen in D3D lately, but I tried events - and bam - new problem. I am just thankful it isn't a directx problem this time, but I still need some help with it. I couldn't find any help googling, so I am back here.

Question: I am trying to get an event to happen (just testing with a simple message box with random text) for the WM_LBUTTONDOWN message. If it is a member of the same class of the procedure, it works fine - unless it is virtual. Well, that works, but I kind of need it to be virtual so I can implement it in an actual scene. Any help?
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