In the C Programming Language switch() is used in control loops. Usage:

switch(dataYouAreChecking) {
case WM_CREATE:
    drawTheWindow();
    break;
case WM_DESTROY:
    destroyTheWindow();
    break;
default:
    doSomethingElse();
}

Very useful when checking conditional data.

untergeek: Thank you for the clarification. I forgot to mention the fact that the switch condition must resolve to type int.