How to use GetLastError() in VC++ 2010

Making the conversion from Java to c++ isn't easy so help me guys.

i want to see if i'm getting an Access_Error violation in this code:

BOOL didThisFail = FALSE;

if (CopyFile(L"MyApplicatio开发者_运维问答n.exe", szPath, didThisFail))
    cout << "File was copied" << endl;

if (CopyFileW(L"MyApplication.exe", szPath, didThisFail))
{
    std::cout << "File was copied" << std::endl;
}
else if (GetLastError() == ERROR_ACCESS_DENIED)
{
    std::cout << "Can't do that." << std::endl;
}
else
{
    DWORD lastError = GetLastError();
    //You have to cache the value of the last error here, because the call to
    //operator<<(std::ostream&, const char *) may cause the last error to be set
    //to something else.
    std::cout << "General failure. GetLastError returned " << std::hex
    << lastError << ".";
}

There's an example on MSDN's website: http://msdn.microsoft.com/en-us/library/ms680582(v=vs.85).aspx

void ErrorExit(LPTSTR lpszFunction) 
{ 
    // Retrieve the system error message for the last-error code

    LPVOID lpMsgBuf;
    LPVOID lpDisplayBuf;
    DWORD dw = GetLastError(); 

    FormatMessage(
        FORMAT_MESSAGE_ALLOCATE_BUFFER | 
        FORMAT_MESSAGE_FROM_SYSTEM |
        FORMAT_MESSAGE_IGNORE_INSERTS,
        NULL,
        dw,
        MAKELANGID(LANG_NEUTRAL, SUBLANG_DEFAULT),
        (LPTSTR) &lpMsgBuf,
        0, NULL );

    // Display the error message and exit the process

    lpDisplayBuf = (LPVOID)LocalAlloc(LMEM_ZEROINIT, 
        (lstrlen((LPCTSTR)lpMsgBuf) + lstrlen((LPCTSTR)lpszFunction) + 40) * sizeof(TCHAR)); 
    StringCchPrintf((LPTSTR)lpDisplayBuf, 
        LocalSize(lpDisplayBuf) / sizeof(TCHAR),
        TEXT("%s failed with error %d: %s"), 
        lpszFunction, dw, lpMsgBuf); 
    MessageBox(NULL, (LPCTSTR)lpDisplayBuf, TEXT("Error"), MB_OK); 

    LocalFree(lpMsgBuf);
    LocalFree(lpDisplayBuf);
    ExitProcess(dw); 
}