Is there any way to detect the monitor state in Windows (on or off)?

You can't.

Look like all monitor power capabilities connected to the "power safe mode"
After searching i found here code that connecting between SC_MONITORPOWER message and system values (post number 2)
I use the code to testing if the system values is changing when i am manually switch off the monitor.

int main()
{
    for(;monitorOff()!=1;)
        Sleep(500);
    return 0;
}//main

And the code is never stopped, no matter how long i am switch off my monitor.
There the code of monitorOff function:

int monitorOff()
{
    const GUID MonitorClassGuid =
        {0x4d36e96e, 0xe325, 0x11ce, 
            {0xbf, 0xc1, 0x08, 0x00, 0x2b, 0xe1, 0x03, 0x18}};

    list<DevData> monitors;
    ListDeviceClassData(&MonitorClassGuid, monitors);

    list<DevData>::iterator it = monitors.begin(),
                            it_end = monitors.end();
    for (; it != it_end; ++it)
    {
        const char *off_msg = "";

        //it->PowerData.PD_PowerStateMapping
        if (it->PowerData.PD_MostRecentPowerState != PowerDeviceD0)
        {
            return 1;
        }
    }//for

    return 0;
}//monitorOff

Conclusion : when you manually switch of the the monitor, you cant catch it by windows (if there is no unusual driver interface for this), because all windows capabilities is connected to "power safe mode".

Before doing anything based on the monitor state, just remember that users can use a machine with remote desktop of other systems that don't require a monitor connected to the machine - so don't turn off any visualization based on the monitor state.

You could hook up a webcam, point it at your screen and do some analysis on the images you receive ;)

GetDevicePowerState sometimes works for monitors. If it's present, you can open the \\.\LCD device. Close it immediately after you've finished with it.

Essentially, you're out of luck—there is no reliable way to detect the monitor power state, short of writing a device driver and filtering all of the power IRPs up and down the display driver chain. And that's not very reliable either.