GlobalAlloc是标准内存管理函数，标准内存管理函数都是操作进程的默认堆，所以这个函数是从进程的默认堆中分配内存空间，分配的空间可以是可移动的也可以是不可移动的。可移动的内存是指Windows在需要的时候可以将这个内存移动到另外一个地址.
关于GlobalAlloc and LocalAlloc,from
MSDN
The global and local functions supported for
porting from 16-bit code, or maintaining
source code compatibility with 16-bit Windows. The
global and local functions are slower than other
memory management functions and do not provide as many features.
Therefore, new applications
should use the heap functions.However, the global functions are
still used with DDE and the clipboard functions.
Windows memory management does not provide a
separate local heap and global heap, as 16-bit Windows does. As a
result, there is no difference
between the memory objects allocated by the GlobalAlloc and
LocalAlloc functions. In addition, the change from
a 16-bit segmented memory model to a 32-bit virtual memory model
has made some of the related global and local functions and their
options unnecessary or meaningless. For example, there are no longer near and far
pointers, because both local and global allocations
return 32-bit virtual addresses.
Memory objects allocated by GlobalAlloc and
LocalAlloc are in private, committed pages with read/write access
that cannot be accessed by other processes. Memory allocated by
using GlobalAlloc with GMEM_DDESHARE is not actually shared
globally as it is in 16-bit Windows. This value has no effect and
is available only for compatibility. Applications requiring shared memory for other purposes
must use file-mapping objects. Multiple processes can map a
view of the same file-mapping object to provide named shared
memory. For more information, see File Mapping.
HeapAllock是堆管理函数，堆管理函数可以操作非默认堆（当然也可以操作默认堆），创建一个堆是用HeapCreate，这个函数返回一个堆句
柄，然后可以用在HeapAllock函数中，即从返回的这个堆中申请内存空间，HeapAllock申请的内存只能是不可以移动的.
而new则是c++的标准函数，在Windows的VC++编译器中，new在申请内存时最终调用的是GlabalAlloc，不过new还可以调用类的构造函数.
Windows的内存管理除了标准内存管理函数和堆管理函数之外，还有更加底层的虚拟内存管理函数，VirtualAlloc就是一个虚拟内存管理函数.
Personal Comprehension
GlobalAlloc分配的内存,还可以调用GlobalLock锁定该内存块(该函数可以被多次调用),在我们没有调用GlobalUnlock之
前,该内存块会一直保持有效(即使调用了GlobalFree函数,但如果该内存的锁计数不为0,该内存块也不会被释放掉,依然保持有效)!而如果只调用
一次delete,则使用new所分配的内存就会被释放掉.