Just create an object file containing the icon resource (with windres, for example) and import it.
Here's a simple front end for windres...
MakeObject.zip ~170KB
...includes example code for setting the icon on a Max2D/MaxGL window's title bar, etc.
Here's a simple front end for windres...
MakeObject.zip ~170KB
...includes example code for setting the icon on a Max2D/MaxGL window's title bar, etc.