How to format the output of Win32's GetLastError() method into a string using FormatString

GetLastError.cpp

DWORD dLastError = GetLastError();
	LPCTSTR strErrorMessage = NULL;
	
	FormatMessage(
		FORMAT_MESSAGE_FROM_SYSTEM | FORMAT_MESSAGE_IGNORE_INSERTS | FORMAT_MESSAGE_ARGUMENT_ARRAY | FORMAT_MESSAGE_ALLOCATE_BUFFER,
		NULL,
		dLastError,
		0,
		(LPWSTR) &strErrorMessage,
		0,
		NULL);

//Prints debug output to the console
OutputDebugString(strErrorMessage);

https://docs.microsoft.com/en-us/windows/win32/api/winbase/nf-winbase-formatmessage

FORMAT_MESSAGE_ALLOCATE_BUFFER
The function allocates a buffer large enough to hold the formatted message, and places a pointer to the allocated buffer at the address specified by lpBuffer.
[...]
The caller should use the LocalFree function to free the buffer when it is no longer needed.