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How can i get a notification from CExtControlBar when it’s close button (x in the top-right corner of the window) is clicked ?

Dear Marat,

Any button inside the non-client area of the control bar is not a window. Such buttons are instantiated from the CExtBarNcAreaButton class and provided with no notification messages.
You can replace the default implementation of these buttons with your own and handle button click events in the CExtBarNcAreaButton::OnNcAreaClicked().

First, derive a new class from CExtControlBar and override this method:

void CExtControlBar::OnNcAreaButtonsReinitialize()
{
    INT nCountOfNcButtons = NcButtons_GetCount();
    if( nCountOfNcButtons > 0 )
        return;
    NcButtons_Add( new CExtBarNcAreaButtonClose(this) );
#if (!defined __EXT_MFC_NO_TAB_CONTROLBARS)
    NcButtons_Add( new CExtBarNcAreaButtonAutoHide(this) );
#endif // (!defined __EXT_MFC_NO_TAB_CONTROLBARS)
    // NcButtons_Add( new CExtBarNcAreaButtonExpand(this) );
    NcButtons_Add( new CExtBarNcAreaButtonMenu(this) );
}

In it, you should replace the line:

NcButtons_Add( new CExtBarNcAreaButtonClose(this) );

with

NcButtons_Add( new CMyOwnImplOfNcAreaButtonClose(this) );

Second, derive CMyOwnImplOfNcAreaButtonClose from CExtBarNcAreaButtonClose and override the OnNcAreaClicked() method so you may catch mouse-click events.