It is a difficult balancing act. In truth there should be 100% focus on the purpose of an example. If the example is to demonstrate certain facets of a particular function, minimal additional functions should be included. If the example is to teach a concept to a beginner, then attention to correct coding practices should not be allowed to compromize the main objective by overcomplicating the task at hand. As soon as a level is attained where additional information becomes relevant to the person learning, then it's time remove the armbands, otherwise development grinds to a halt. This is a classic strategy in teaching music and I see no reason why it should be any different with coding.
I do not pertain to understand half of the terms used by Microsoft and I have been thinking about the Hello World example in the wiki article. What is the constant $MB_SYSTEMMODAL doing there? I think it should be removed because it is unnecessarily confusing.
Having said this, I think the wiki page could also benefit from an example of a more advanced nature placed at the end.