How to set window transparency (or why it doesn't work)?

Question

C++ / C#

I'm trying to initially set the transparency of the window, but it doesn't work (both transparency and color change):

BOOL MainDlg::Cls_OnInitDialog(HWND hwnd, HWND hwndFocus, LPARAM lParam)
{
  SetLayeredWindowAttributes(hwnd, RGB(43, 45, 66), 128, LWA_ALPHA);

  return TRUE;
}

I tried to do something according to this article https://msdn.microsoft.com/en-us/magazine/ee819134.aspx , but for example I don’t know what the Verify function is and what library to take it from. Can you tell me how to make the window transparent?