I think the executable will essentially contain a lookup table with 2^16 slots and the string data for each macro name matching WM_* in Windows.h. But it's hard

I think the executable will essentially contain a lookup table with 2^16 slots and the string data for each macro name matching WM_* in Windows.h. But it's hard to come up with a better solution since the actually required names are unpredictable at compile time. The size of the lookup table could be reduced though if the WM_* values occupy a much smaller range.