Without m_pMainWnd

Hi
I am trying to understand the function of m_pMainWnd. But i have a problem.
For example

BOOL CMyApp::InitInstance()
{
CMyWindow *MyWindow = new CMyWindow();//derived from CFrameWnd
m_pMainWnd = MyWindow;//If i remove here, it shows and closes window
MyWindow->Create(NULL, L"window");
// m_pMainWnd->Create(...) calls Cwnd::Create not CFrameWnd::Create like in
m_pMainWnd = MyWindow
MyWindow->ShowWindow(m_nCmdShow);
MyWindow->UpdateWindow();
return TRUE;
};

1-) What is happening in m_pMainWnd = MyWindow assignment so window does not
close immediately? Is this assignment call some functions in CwinThread
class? Or something else?

2-) Also this is very interesting for me and i do not understand why it is so.
I assigned m_pMainWnd MyWindow object that derived from CFrameWnd class so
m_pMainWnd holds CFrameWnd object but m_pMainWnd->Create(...) calls
Cwnd::Create not CFrameWnd::Create ? Why is it so? How can it be?

Can you please help me to understand this assignment.
I am looking for your answers...