If the function BindIoCompletionCallback fails you can use GetLastError to get extended information on why the function failed. The documentation states GetLastError will return an NTSTATUS error code and you should use RtlNtStatusToDosError to get the system error code.
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the extract isn't accurate, BindIoCompletionCallback calls BaseSetLastNTError on failure, which in turn calls RtlNtStatusToDosError. this means GetLastError() will return a standard windows error code as you'd expect to see with high-level apis.
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Yeah so it works like any other API and it's just the docs that are wrong, probably because the function is grouped under NT functions. Anyone can edit and fix the docs btw: github.com/MicrosoftDocs/
It's not much effort so I'd recommend doing it when you run into wrong info.
