I have already sent the message to the desired thread through PostThreadMessage and in the lparam parameter I pass the memory address of the structure I want to send:
PostThreadMessage( p->idHilo, WM_USER, 10 , (LPARAM)&estructura);
At the time of receiving I do this:
struct estructura *e;
while(GetMessage( &mensaje, NULL, WM_USER, WM_USER+2)){
e = &mensaje.lParam;
printf("%c\n",e->miCaracter);
}