Что нужно давать WSAAsyncSelect в качестве параметра handle

const
  WM_ASYNCSELECT = WM_USER + 0;

type
  TNetConnectionsManager = class(TObject)
  protected
    FWndHandle: HWND;
    procedure WndProc(var MsgRec: TMessage);
    ...
  end;

constructor TNetConnectionsManager.Create
begin
  inherited Create;
  FWndHandle := AllocateHWnd(WndProc);
  ...
end;

destructor TNetConnectionsManager.Destroy;
begin
  ...
    if FWndHandle <> 0 then
    DeallocateHWnd(FWndHandle);
  inherited Destroy;
end;

procedure TNetConnectionsManeger.WndProc(var MsgRec: TMessage);
begin
  with MsgRec do
    if Msg = WM_ASYNCSELECT then
      WMAsyncSelect(MsgRec)
    else
      DefWindowProc(FWndHandle, Msg, wParam, lParam);
end;

WSAEventSelect( FSocket, FEventHandle, FD_READ or FD_CLOSE );
WSAWaitForMultipleEvents( ... );
WSAEnumNetworkEvents( FSocket, FEventHandle, lpNetWorkEvents );