how do you wire up Application_BeginRequest() in asp.net-mvc

Any ASP.NET application is an object (or class) of type :

public class Global : System.Web.HttpApplication (you will find this in the global.asax)

The ASP.NET engine invoke by IIS creates an instance of your object and the HttpApplication interface demands Application_BeginRequest, which is invoke by IIS (by way of the ISAPI)

When the ASP.NET Engine creates an instance of your class it looks like this:

HttpApplication thisAspApp = new YourASPApplication()
thisApplication.Begin_Request()

Because it casts your app as a derived type, the known interface can be directly accessed without need for overrides. While HttpApplication is a class it is being used as an interface by way of casting. If you add a new method (or property) to your class the ASP.NET engine can not access that method because it is only aware of your application as a generic HttpApplication. In VS if you go to the global.asax and right click over HttpApplication in the class declaration and select "Go To Definition" (or press F12) you can see the structure of base class. (or you can find it in MSDN online).

I'm afraid Cos's answer isn't quite accurate. You don't have to wire it up because the base HttpApplication class does it for you. There isn't an interface or an override here; HttpApplication uses reflection to hook up these methods to the events based on the method name. So it's a bit of convention-based magic that has been in the framework for a while. It's very strange, and I think they only did it to maintain similarities with Classic ASP back in the day and/or provide a shortcut to avoid writing lots of small HttpModules.

For the curious, load up HttpApplication in Reflector and hunt for the HookupEventHandlersForApplicationAndModules() method. Or, load HttpApplicationFactory and look at the ReflectOnApplicationType() and ReflectOnMethodInfoIfItLooksLikeEventHandler() (love that name!) methods.

Rick Strahl discussed this on his blog a few years ago.

Is it something you really need to know to use ASP.NET? No, but knowing it certainly removes some of the mystery.