I think I have the beginnings of an answer.
I'm going to have to figure out what an embedded resource file is and how to add one... but when I do I'll let you know : )>
Below is the response I recieved on the Microsoft MapPoint Forum:
The icons, cursors, bitmaps, dialogs etc are stored in MSM10USA.DLL (or
MSM13USA.DLL for MapPoint 2006)
To implement, simply add an Embedded Resource file to your project, then add
icons, images, string, etc..
Or you can see it in context here: