参考：https://msdn.microsoft.com/en-us/library/aa364418%28VS.85%29.aspx

FindFirstFile

Searches a directory for a file or subdirectory with a name that matches a specific name (or partial name if wildcards are used).

BOOL WINAPI FindNextFile(
  _In_  HANDLE            hFindFile,
  _Out_ LPWIN32_FIND_DATA lpFindFileData
);

Parameters

lpFileName [in]

The directory or path, and the file name, which can include wildcard characters, for example, an asterisk (*) or a question mark (?).

This parameter should not be NULL, an invalid string (for example, an empty string or a string that is missing the terminating null character), or end in a trailing backslash (\).

If the string ends with a wildcard, period (.), or directory name, the user must have access permissions to the root and all subdirectories on the path.

In the ANSI version of this function, the name is limited to MAX_PATH characters. To extend this limit to 32,767 wide characters, call the Unicode version of the function and prepend "\\?\" to the path. For more information, see Naming a File.

lpFindFileData [out]

A pointer to the WIN32_FIND_DATA structure that receives information about a found file or directory.

参考：https://msdn.microsoft.com/en-us/library/windows/desktop/aa364428%28v=vs.85%29.aspx

FindNextFile function

Continues a file search from a previous call to the FindFirstFile, FindFirstFileEx, or FindFirstFileTransacted functions.

BOOL WINAPI FindNextFile(
  _In_  HANDLE            hFindFile,
  _Out_ LPWIN32_FIND_DATA lpFindFileData
);

Parameters

hFindFile [in]

The search handle returned by a previous call to the FindFirstFile or FindFirstFileEx function.

lpFindFileData [out]

A pointer to the WIN32_FIND_DATA structure that receives information about the found file or subdirectory.

Return value

If the function succeeds, the return value is nonzero and the lpFindFileData parameter contains information about the next file or directory found.

If the function fails, the return value is zero and the contents of lpFindFileData are indeterminate. To get extended error information, call the GetLastError function.

If the function fails because no more matching files can be found, the GetLastError function returns ERROR_NO_MORE_FILES.

参考：

http://www.oschina.net/code/piece_full?code=6095&piece=9712#9712

遍历目录：

int SearchStrHead(string szCur2)
{
    int i = 0;
    WIN32_FIND_DATA FindData = { 0 };
    HANDLE hTravseDir = FindFirstFile(szCur2.c_str(), &FindData);
    //cout <<"First:" << FindData.cFileName << endl;

    if (hTravseDir == INVALID_HANDLE_VALUE)
    {

        cout << GetLastError() << endl;
        return 0;
    }

    while (FindNextFile(hTravseDir, &FindData))
    {
        if (strcmp(FindData.cFileName, ".") == 0
            || strcmp(FindData.cFileName, "..") == 0)
        {
            continue;
        }
        //cout << i++ << " ";
        //cout << FindData.cFileName << endl;
        if (FindData.dwFileAttributes & FILE_ATTRIBUTE_DIRECTORY)
        {
            string szCur3 = szCur2;
            szCur3.erase(szCur3.find_last_of("*"));
            //string sTemp = ‘\\‘ + (string)FindData.cFileName;
            szCur3 += "\ ";
            szCur3 += FindData.cFileName;
            szCur3 += "\\*";
            szCur3.erase(szCur3.find_last_of(" "), 1);
            cout << szCur3 << endl;

            SearchStrHead(szCur3);
        }
    }
    FindClose(hTravseDir);
    return 0;
}