When it is the case that you want to use any kind of external file, there is certainly a way to put them in a folder within your project, but not as valid as getting them from resources. In a regular Visual Studio project, you should have a Resources.resx file under the Properties section, if not, you can easily add your own Resource.resx file. And add any kind of file in it, you can reach the walkthrough for adding resource files to your project here.
After having resource files in your project, calling them is easy as this:
var myIcon = Resources.MyIconFile;
Of course you should add the using Properties statement like this:
using <namespace>.Properties;