Looking at the Code::Blocks source, I see a file named resources.rc with lines like this:
wxBITMAP_STD_COLOURS BITMAP "wx/msw/colours.bmp"
As I understand it, the first word is a name, the second is the type of resource (a bitmap file in this case, but ICON is also mentioned in the file) and the third is a filename (the resource data, I presume).
This bitmap is added to the project and set to compile and link into the main executable.
Now please don't ask me how to
load that bitmap from the program, as I have no idea. I never needed to use that stuff
I'll let someone else answer that one.