SetmenuItemBitmap

[VictorN]

The way you do it looks correct, I don't know why it doesn't shows up
An "offside" note I would like add is to delete the loaded bitmap after you are done with it, that can be done in the destructor, like
if(bmp.m_hGdiobj){bmp.DestroyObject();}

FYI: CBitmap destructor calls this DestroyObject()
So there is no need to do it explicitly at all (except in the case you want to reuse the same CBitmap instance for another HBITMAP).