GDT

I'm a former C++ programmer, and I'm not used to events (unless they existed in C++ and I didn't know, in which case I never used them). Anyways, in a DirectX program, their seems to be two main objects that create events: the window (form) and the Direct3D device. Usually, you "Application.Run(theWindow)", and I've been doing my Direct3D updating in the "Application.Idle" event. So, I'm curious, how are all these events usually controlled by DirectX programs?