This is not how Win32 works. There is no such thing as direct access to interrupts. The development paradigm has little to do with old DOS time. No, it's not even a Question of good or bad concept — it does not go along with Win32 paradigm.
Your further steps depends on what you want to achieve. Very basically, you need to use reading and/or writing thread for you serial port and use a blocking call reading a serial stream. Your thread is truly blocked at such call: it is switched off by OS and not scheduled back to execution (using zero CPU time just as in interrupt-driven programming) until awaken by data ready state in the serial channel (or terminated). Next statement after you got some data could send a message to other thread if you want.
This CodeProject article will give you pretty good idea:
Serial library for C++[
^].
—SA