What methods do you use to implement images into VStudio C++?

I'm a beginner at using C++ through Visual Studio 2010. My end goal is to make a small video game in C++, but as of right now I'm having difficulties figuring out how to get my sprites to appear in my program so that I can manipulate them using the W/A/S/D keys. I know there are several external programs people use to ease the process, such as SFML (which isn't working for me, so I'd appreciate good alternatives) so I was wondering how the CG community gets this process done. Thanks