wchar* question

[Sam Hu]

Given below code(Win32 SDK):

int /*LRESULT*/ wndProc(HWND hwnd, UINT msg, WPARAM wparam, LPARAM lparam)
	{
		switch(msg)
		{
							case WM_LBUTTONDOWN:
				{
					wchar* szFileName=cast(wchar*)(new wchar[1024]);// ***questioned line
										HINSTANCE hInstance=GetModuleHandleW(null);
					GetModuleFileNameW(hInstance,szFileName,1024);
					MessageBoxW(null,cast(const wchar*)szFileName, "Full Path:",
					MB_ICONINFORMATION);
				}
				
				break;
}

My program runs OK and can print the exe path as expected.But if I change 
wchar* szFileName=cast(wchar*)(new wchar[1024]);

to 
wchar* szFileName;

The program runs also but prints blank.Why?

Thanks for your help in advance.
Regards,
Sam