Event Handling Principles
There are three steps common to all event handling. You will need to:
Implement the event interface on your object.
Advise the event source that your object wants to receive events.
Unadvise the event source when your object no longer needs to receive events.
The way that you'll implement the event interface will depend on its type. An event interface can be vtable, dual, or a dispinterface. It's up to the designer of the event source to define the interface; it's up to you to implement that interface.
Note
Although there are no technical reasons that an event interface can't be dual, there are a number of good design reasons to avoid the use of duals. However, this is a decision made by the designer/implementer of the event source. Since you're working from the perspective of the event sink, you need to allow for the possibility that you might not have any choice but to implement a dual event interface. For more information on dual interfaces, see Dual Interfaces and ATL.
Advising the event source can be broken down into three steps:
Query the source object for IConnectionPointContainer.
Call IConnectionPointContainer::FindConnectionPoint passing the IID of the event interface that interests you. If successful, this will return the IConnectionPoint interface on a connection point object.
Call IConnectionPoint::Advise passing the IUnknown of the event sink. If successful, this will return a DWORD cookie representing the connection.
Once you have successfully registered your interest in receiving events, methods on your object's event interface will be called according to the events fired by the source object. When you no longer need to receive events, you can pass the cookie back to the connection point via IConnectionPoint::Unadvise. This will break the connection between source and sink.
Be careful to avoid reference cycles when handling events.