LRESULT CALLBACK WndProc(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lParam)
{
switch (msg)
{
case WM_PAINT:
{
    HPEN framePen = ::CreatePen(PS_SOLID, 5, RGB(255, 0, 0));
    RECT rect = {};
    PAINTSTRUCT ps;
    ::GetClientRect(hwnd, &rect);
    HDC hdc = ::BeginPaint(hwnd, &ps);
    ::SelectObject(hdc, framePen);
    ::Rectangle(hdc, rect.left, rect.top, rect.right, rect.bottom);
    ::EndPaint(hwnd, &ps);
}
case WM_CLOSE:
    DestroyWindow(hwnd);
    break;
case WM_DESTROY:
    PostQuitMessage(0);
    break;
default:
    return DefWindowProc(hwnd, msg, wParam, lParam);
}
return 0;
}

int main()
{
HWND handle = FindWindow(L"ConsoleWindowClass", L"C:\WINDOWS\system32\cmd.exe");

SetForegroundWindow(handle);

RECT rect = {};
::GetWindowRect(handle, &rect);

WNDCLASSEX wx = {};
wx.cbSize = sizeof(WNDCLASSEX);
wx.lpfnWndProc = WndProc;
wx.lpszClassName = L"TestBorderWindow";
wx.hCursor = ::LoadCursor(NULL, IDC_ARROW);
wx.hbrBackground = (HBRUSH)GetStockObject(LTGRAY_BRUSH);

::RegisterClassEx(&wx);

HWND hWnd = CreateWindowEx(WS_EX_LAYERED,
    L"TestBorderWindow",
    L"Demo",
    WS_POPUP,
    rect.left, rect.top,
    rect.right - rect.left, rect.bottom - rect.top,
    NULL,
    NULL,
    (HINSTANCE)GetModuleHandle(NULL),
    NULL);
::GetWindowRect(handle, &rect);
SetLayeredWindowAttributes(hWnd, RGB(0, 0, 0), 255, LWA_ALPHA);
::SetWindowPos(handle, hWnd, rect.left, rect.top, rect.right - rect.left, rect.bottom - rect.top,
    SWP_SHOWWINDOW);
}