When the keyboard layer is changed, a WM_KBDLAYERCHANGED is optionally posted to the window procedure that has keyboard focus, to notify it about the keyboard layer change. This lets the window procedure take the appropriate action (such as updating its internal variables and/or updating some status display).
The message is sent only when the WinSetKbdLayer API is specifically instructed to do so by specifying the SKLF_SENDMSG flag.