We provide a comprehensive overview of the fundamental structural properties of weighted projective Reed-Muller codes. We give a recursive construction for these codes, under some conditions for the weights, and we use it to derive bounds on the generalized Hamming weights and to obtain a recursive construction for their subfield subcodes and their dual codes. The dual codes are further studied in more generality, where the recursive constructions may not apply, obtaining a description as an evaluation code when the degree is low. We also provide insights into the Schur products of these codes when they are not degenerate.