In my C++ application I embedded the VPE Preview in a window of my own application, but now VPE does not react on keypresses and / or the mouse wheel (and in the Interactive Edition the focus handling does not work properly, if my application looses / receives the focus).
Answer:
If embedded, the VPE Preview window is a child window of your application's window. Therefore you need to set the focus to the VPE Preview window explicitly everytime the parent window of VPE (this is your application's window) receives the focus (and - of course - if VPE is the active control within that window). Another solution is that you forward all messages of interest (WM_KEYDOWN, WM_MOUSEWHEEL, WM_SETFOCUS, WM_KILLFOCUS) to the VPE Preview window.