What event does a wxwidget program generate when its run?

Hi guys,I need a bit of help here, I'm using wxWidgets and I want a function to be executed when the program is run, what event is generated when a program is run?
Isn't it that you have to override the OnInit member function of wxApp??

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bool MyApp::OnInit()
{
    // run some function
    foo();

    return true;
}
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