Since Windows 8 there are native toast notifications available via WinRT defined in windows.ui.notifications.h. This adds support for these notifications via wxNotificationMessage. These notifications have to be explicitly enabled via wxNotificationMessage::MSWEnableToasts() because they require a start menu shortcut to the application.
Some Windows8+ APIs are only accessible via WinRT which is based on COM. However there are a few dependencies to get to the interfaces via functions defined in roapi.h. Using RoInitialize, RoUninitialize, etc. directly from it's windows headers adds dependencies to the WinRT dlls leaving the resulting exe unable to launch on earlier Windows versions. The wxWinRT functions wrap this with dynamic loading. Additionally wxWinRT::TempStringRef adds a convenient wrapper to HSTRING which is used extensively in WinRT APIs.