How can we check if a file Exists or not using Win32 program?

Use GetFileAttributes to check that the file system object exists and that it is not a directory.

BOOL FileExists(LPCTSTR szPath)
{
  DWORD dwAttrib = GetFileAttributes(szPath);

  return (dwAttrib != INVALID_FILE_ATTRIBUTES && 
         !(dwAttrib & FILE_ATTRIBUTE_DIRECTORY));
}

Copied from How do you check if a directory exists on Windows in C?

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