Is it possible to create a message loop without creating a window in C++

I was working with some Bluetooth library and for some Bluetooth callback, it is necessary to use Windows message loop. But as per my requirement, I need to create a normal C++ program without any GUI. Is it possible to create a message loop without a window?

main(){
    Discovery disc;
    disc.startDiscovery();
}


Discovery::startDiscovery(){
  __hook(&CallBackFromLibrary::OnDiscoveryStarted, &obj, &Discovery::OnDiscoveryStarted);
  __hook(&CallBackFromLibrary::OnDiscoveryComplete, &obj, &Discovery::OnDiscoveryComplete);  
}


apiObject.discoverBluetoothDevices();

In this sample code, I should receive callbacks as OnDiscoveryStarted and OnDiscoveryComplete after calling apiObject.discoverBluetoothDevices().

Since they are using message loops for callbacks, I only got the callback on GUI application. How to receive the callback using message loops as the library documentation says message loops are required.

Message loop in non-GUI thread:

#include "stdafx.h"
#include <Windows.h>
#include <thread>
#include <iostream>
using namespace std;

void ThreadFunction()
{
    MSG msg;
    BOOL result;

    for (;;)
    {
        result = GetMessage(&msg, nullptr, 0, 0);

        if (result <= 0)
        {
            break;
        }

        cout << msg.message << " " << msg.wParam << " " << msg.lParam << endl;

        //TranslateMessage(&msg);
        //DispatchMessage(&msg);
    }
}

int main()
{
    thread t(ThreadFunction);
    HANDLE h = t.native_handle();
    DWORD dw = GetThreadId(h);

    PostThreadMessage(dw, WM_APP + 1, 1, 2);
    PostThreadMessage(dw, WM_APP + 2, 10, 20);
    PostThreadMessage(dw, WM_QUIT, 10, 20);

    t.join();
    return 0;
}

Update:

According to the comment, this code is not compiled in gcc. Trying to reproduce this in VC++, I found that the program doesn't work in x64. This updated solution hopefully solves both problems:

#include "stdafx.h"
#include <Windows.h>
#include <thread>
#include <iostream>
using namespace std;

DWORD threadID{};


void ThreadFunction(HANDLE event_handle)
{
    MSG msg;
    BOOL result;

    threadID = GetCurrentThreadId();
    SetEvent(event_handle);

    for (;;)
    {
        result = GetMessage(&msg, nullptr, 0, 0);

        if (result <= 0)
        {
            break;
        }

        cout << msg.message << " " << msg.wParam << " " << msg.lParam << endl;
    }
}

int main()
{
    HANDLE e = CreateEvent(nullptr, FALSE, FALSE, nullptr);

    thread t(ThreadFunction, e);

    WaitForSingleObject(e, INFINITE);
    CloseHandle(e);


    PostThreadMessage(threadID, WM_APP + 1, 1, 2);
    PostThreadMessage(threadID, WM_APP + 2, 10, 20);
    PostThreadMessage(threadID, WM_QUIT, 10, 20);

    t.join();
    return 0;
}