The latest guidance (early 2017) on MSDN is on the Windows Desktop Guidelines > Command Buttons webpage: https://msdn.microsoft.com/en-us/library/windows/desktop/dn742402(v=vs.85).aspx
There is an explicit section on the use of Ellipses (emphasis theirs):
Using ellipses
While command buttons are used for immediate actions, more information might be needed to perform the action. Indicate a command that needs additional information (including confirmation) by adding an ellipsis at the end of the button label.
+------------+
| Print... |
+------------+
In this example, the Print... command displays a Print dialog box to gather more information.
+------------+
| Print |
+------------+
By contrast, in this example the Print command prints a single copy of a document to the default printer without any further user interaction.
Also note:
This doesn't mean you should use an ellipsis whenever an action displays another window—only when additional information is required to perform the action.
So here's a simple human-program for you to follow:
Do you wish for the user to invoke an "immediate action"?
If yes then:
Does this immediate action *always require* additional information before starting?
If yes then:
Use a command button with trailing ellipsis
If no then:
Use a command button without trailing ellipsis
If no then:
Use a different UI control