All change to WindowProc must compile without problem with any FPC because IDOK and IDCANCEL are also defined in LCLType.pp that take precedence to the one in rtl/wince/wininc/define.inc
OK button fully work with current 2.1 FPC. Cancel event IDCANCEL compile now but the cancel button cannot be activated until the new constant SHDB_SHOWCANCEL is include to FPC. At the moment this constant is not used by Lazarus and the event processing in WindowProc is just a convenience for people that want to add this button themself. Patrick