1. create an resource file (.rc) and write in there
Code:
ID_IMG BITMAP "image.bmp"
Then use
Code:
HBITMAP img = (HBITMAP)LoadImage(HInstance, "ID_IMG", IMAGE_BITMAP, 0, 0, LR_DEFAULTCOLOR|LR_SHARED);
2. read about WNDCLASSEX, lpfnWndProc and RegisterClassEx() in the MSDN Windows SDK