First reference some assemblies:
- System.Windows.Interactivity
 - GalaSoft.MvvmLight.Extras.WPF4
 
xmlns:i="clr-namespace:System.Windows.Interactivity;assembly=System.Windows.Interactivity" xmlns:cmd="clr-namespace:GalaSoft.MvvmLight.Command;assembly=GalaSoft.MvvmLight.Extras.WPF4"Within you window component, add the event to command handler's
<i:Interaction.Triggers>
    <i:EventTrigger EventName="Loaded">
        <cmd:EventToCommand Command="{Binding Mode=OneWay, Path=LoadedCommand}"
                        PassEventArgsToCommand="True" />
    </i:EventTrigger>
    <i:EventTrigger EventName="Closing">
        <cmd:EventToCommand Command="{Binding Mode=OneWay, Path=ClosingCommand}"
                        PassEventArgsToCommand="True" />
    </i:EventTrigger>
</i:Interaction.Triggers>
Then some code to process the command:
private RelayCommand<RoutedEventArgs> loadedCmd;
public RelayCommand<RoutedEventArgs> LoadedCommand
{
  get
  {
    return this.loadedCmd ?? (this.loadedCmd = new RelayCommand<RoutedEventArgs>
    ((rea) => 
    {
      // Use event argument 'rea' if you need it 
      // (but PassEventArgsToCommand="True" is needed in the Xaml, see above)
      this.ActivityText = "Copy files from \'" +
         m_AsyncPhotoBackup.TargetDirectory +
         "\' to \'" +
         m_AsyncPhotoBackup.DestinationDirectory +
         "\'.";
      m_AsyncPhotoBackup.RunWorkerAsync();
    }));
  }
}