There is no list of commands except for those few predefined, which are pretty much the same for (almost) all applications. But most applications can use other ones too and many of them implement their own message handler. First you have to decide which application is the target of the message, which is probably the current window, but class name/title should work as well. Then you have to fetch the message id which is an ordinary integer identifying the message, that is, the command to be executed by the targeted application. Now you only have to add the two parameters (if there are any). Those last three (id, wparam, lparam) are most likely documented (or not) and can be (or can not be, if that's the case) obtained from the vendor of the application or somewhere on the net (forums).
If you could be a bit more specific about what you want to do I might be able to figure out how it should be done?