as in winamp or vlc player, how to do a file drag and drop? i mean i want to know what sort of coding goes into application? i want to know for c++
edit after I posted this, the question was edited to qualify as C++; I'm going to leave this answer here for reference only.
"what sort off coding goes into application":
That depends hugely on the platform and language. For example, here are examples for Windows via C#/.NET or VB/.NET. For C++, Delphi, etc - the tricks will be different.