You don't really need a GUI window to play sounds.
Also, I did an experiment a while ago, of an image loader that converted the image to the colorspace of the console window.
Sadly, the result was way too poor to be entertaining to anybody, but I found it a good thing.
Also, you may want to "link" yourself to another topic, so we won't have to write the same things again and again (Just go to
http://www.cplusplus.com/forum/windows/107648/2/ and if you want it to get in the "My topics" section, reply or choose "Bookmark" in the dropdown list at the bottom of the page)
///I've read "Alternative way" instead of "Alternate window".
Unless you want to download libraries like GTK or QuickTime, you may want to use your OS's SDK to create a window.
For image loading, I suggest you DevIL (
http://openil.sourceforge.net )
For audio, I suggest you Bass (
http://www.un4seen.com/bass.html )
Also you're required a bit of knowledge to be able to get everything ready to work.
Firstly, you need to be able to read documentations - They will explain what can a function do, etc etc...
Then, you need to know how to link a library to your project - This will include the other people's code in your program.
For more help, tell us which OS/IDE you're using, so we can help you step-by-step in case you're having troubles with it.