create a popup window with WM_POPUPWINDOW
create a bordless popup window with WM_POPUP
create a popup window without focus use ShowWindow(hWnd, SW_SHOWNOACTIVATE) or SetWindowPos(hwnd, HWND_TOP, 0, 0, 0, 0, SWP_NOMOVE|SWP_NOSIZE|SWP_NOACTIVATE);