Meaning, to take advantage of this callback API I ...

# coroutines

[groostav]

Meaning, to take advantage of this callback API I need a JVM thread to be dedicated (and generally blocking) on a call Kernel32.SleepEx(alertable = true). If the JVM does this (which I presume it is doing with one of the various threads with Platform-dependent names I sometimes see under the debugger), then that thread will hit my callback that I registered with ReadFileEx.