If you are using the vanilla Windows API you add a string by sending it a message. For example:-

SendMessage(hwndList, LB_ADDSTRING, 0, (LPARAM)"Hello Zaphod");

It is assumed that you have retrieved a handle to the listbox (hwndList) in the WM_INITDIALOG message of your dialog callback routine.

If you are using the Microsoft Foundation Classes then things are a lot easier. For example:-

m_ListBox.AddString("Hello Zaphod");

Again it is assumed that you have a dialog class to wrapper your dialog resource, and m_ListBox is a member variable of the class CListBox.

You can also insert strings by index rather than sorted.

HTH
Neil