Adding graphics to a simple program

[Onion Boy]

Hi there, I am a beginner in C++ and have created a simple program which works fine. I would now like to add some sort of graphic to the program so it is not just a plain black box.

The way I want to do this is by creating a project in C++, Im very new to projects so I don't know much about them. The furthest I have gotten is added the program code into the project by going to Project/Add to project etc.

Now i have the code added i tried to compile and run but it gives me this error:
Permission denied
ld returned 1 exit status
C:\Documents and Settings\Matt\My Documents\Makefile.win [Build Error] [Project1.exe] Error 1

I have searched everywhere and managed to gather that this is something to do with a library or something?

I'm very stuck and all I want to do is add simple graphics to my program. Please help!!

Thanks in advance, Matt