Well, officially you need incbin for that, which is only in bmax .. but you can always store images/stuff in datalines, strings and create them yourself.. does take some time however, and in case of music you have to temporarily write it to a file and then reread it.. also upon quit you better delete that temporarily file again.
(see my Columnz, in 'General', the "make a game in 24h" topic)
(see my Columnz, in 'General', the "make a game in 24h" topic)