I am learning computer programming for game development. I have studied alot but I don't know how to put media and import media from other sorces into my code. Please do not tell me to study more because i am in the process. This is just something that I have been looking forward to and would like a straight answer.

you can use LoadImage, for example if you want to load a bitmap from a file use:

CHAR * bmp_name;

HBITMAP hBitmap = (HBITMAP)LoadImage( hInst, bmp_name, IMAGE_BITMAP, 0, 0, LR_LOADFROMFILE);

this will give you a handle to a bitmap.

If you are using DDraw, and want to load image onto a surface, use:

HRESULT hr = D3DXLoadSurfaceFromFile( ... )

check out params on MSDN website