A callback routine is defined like a normal Windows callback. For special features such as compiler switches, please refer to your compiler manual.
The general form of a callback is, in C
LRESULT CALLBACK _extern LLCallback(INT nMsg, LPARAM lParam, UINT_PTR lUserParam);
You can pass the routine pointer immediately:
LlSetNotificationCallback(hJob, LLCallback);
From now on your routine will be called by List & Label if necessary.
At the end of the program it is important that the callback is set to NULL, otherwise your system will raise an unhandled exception.
LlSetNotificationCallback(hJob, NULL);