You then need to compile it into object code. I'm using MinGW, you'll have to figure out how to do this with your compiler. If you're using Visual C++ I think there is an option to "add resources".
Using MinGW: windres resources.rc -o resources.o
Then you just compile your program, including resources.o:
[code]g++ myprogram.cpp resources.o -o myprogram.exe[/coded]
The other option that I know of is to use "Resource Hacker" and go to Action -> Add a new resource.
C:\MinGW\bin>g++ resources.rc -o resources.o
..\lib\gcc\mingw32\3.4.5\..\..\..\..\mingw32\bin\ld.exe:resources.rc: file forma
t not recognized; treating as linker script
..\lib\gcc\mingw32\3.4.5\..\..\..\..\mingw32\bin\ld.exe:resources.rc:1: syntax e
rror
collect2: ld returned 1 exit status
C:\MinGW\bin>