When MSDN says NULL, is it okay to use nullptr?

No what you're saying is actually false and it's common example of what in linguistics is known as hypercorrection, defined by Wikipedia as follows:

A speaker or writer who produces a hypercorrection generally believes that the form is correct through misunderstanding of these rules, often combined with a desire to appear formal or educated.

It's like people who try to correct others regarding the use of who vs. whom or I vs. me, but are themselves incorrect.

C++ for whatever reason attracts these kinds of people like crazy.

At any rate, your correction is false. The C and C++ standards say that any integer constant expression that evaluates to 0 is equal to the null pointer, not strictly the literal 0.

3 - 3 is an integer constant expression so it is equal to the null pointer.

This however, is not an integer constant expression:

int x = 3;
void* y = x - x;

So that is not guaranteed to be the null pointer.

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