Two functions to look up would be…
As the name suggests _AfxPreInitDialog gets called before OnInitDialog is called and _AfxPostInitDialog gets called after OnInitDialog.
One of the things that happens in _AfxPostInitDialog is centering of a dialog if user hasn’t changed position of the dialog in OnInitDialog, so how is this done? _AfxPreInitDialog stores co-ordinates of the dialog before OnInitDialog was called and if these co-ordinates hasn’t changed then _AfxPostInitDialog calls CenterWindow MFC function.
All of this is taking place in AfxCallWndProc! WM_INITDIALOG is handled as a special case. Also HandleInitDialog function calls PreInitDialog and OnInitDialog functions!
So have fun looking up these functions!