Where do you QueryInterface ???

For an ATL class, the QueryInterface is implemented in CComObject. The figure below is the inheritance hierarchy for a class generated by the wizard representing an ATL-COM object.

CComObjectRootBase has an InternalQueryInterface method, which uses the interface map built by the BEGIN_COM_MAP macro to resolve IID -> interface pointer. The BEGIN_COM_MAP macro also defines a method _InternalQueryInterface, which passes the map on to InternalQueryInterface. CComObject implements QueryInterface, and calls _InternalQueryInterface.

NOTE:
CComObjectRootEx: Provides methods to handle object reference count management for both nonaggregated and aggregated objects.

CComObject: Implements IUnknown for a nonaggregated object. It is a template class that takes a class like CSomeClass derived from CComObjectRootEx.

CComObjectNoLock: Implements IUnknown for a nonaggregated object, but does not increment the module lock count in the constructor. ATL uses CComObjectNoLock internally for class factories.

CComCoClass: Defines the object’s default class factory and aggregation model.