Usually you have to give a function pointer to a call back.i'm not sure i understand... How will the 3rd party API be able to send me messages if i'm giving it a NULL HWND?
There HWND can be null, and with your message pump you handle messages of type X and not on a window basis.
(like for example handling SetTimer() in a console application)
But I misunderstood your first post to some extent, and I too recommend to go the way Coises suggested.
But putting the extra effort in cross platform wrapper only makes sense, if he driver is also available on other platforms, and, that it uses the same API it does under windows.
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