How attach music to project?
i think there was a command for loading midi or cd-audio i think it was
mciSendCommand(…) or something like that
otherwise try adding your music into a resourcefile and load it from that resource file, or try direct sound, direct music.
Try FMOD or BASS libraries ,they are free for non commercial and have lot of options also for loading music directly from memory.
Also OpenAL could be usefull, but I never gave it a try.
Usually you just need to get the handle to the resource containing the music data with GetResourceHandle.