Class Declarations with JPEG

I am trying to write my own class, and would like to add a picture as part of the class. How can I do it?

I am using either CodeBlocks or Visual C++ 2010
You need a graphics library/API for that: SDL, SFML, Allegro.
CImg might be a useful library as well.
How do I download those libraries?
CImg can be downloaded from here.

((I have had it for some time but not tried it yet - As I've mentioned it - I'm going to try it out myself.))
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