$ windres -i a.rc -o a.o
$ g++ -c test.cpp
$ g++ test.o a.o -o a.exe -lwinmm -o a.exe
$ ./a.exe

=====================================================================================================================
a.rc
=====================================================================================================================

#include <windows.h>

CREATEPROCESS_MANIFEST_RESOURCE_ID RT_MANIFEST "a.exe.manifest"

=====================================================================================================================
test.cpp
=====================================================================================================================

#include <iostream>
#include <windows.h>

static int button_id = 156; // choose any positive integer

BOOL WINAPI myProc(HWND hwnd, UINT message, WPARAM wParam, LPARAM lParam)
{
	if (message == WM_CLOSE)
		PostQuitMessage(0);

	//check if button was clicked
	if(message == WM_COMMAND && LOWORD(wParam) == button_id)
	{
		mciSendString("open song.mp3 type mpegvideo alias myFile",
			      NULL, 0, 0
			);
		mciSendString("play myFile", NULL, 0, 0);
		

	      //MessageBox(hwnd, "button has been clicked", "Message Title", 0);
	}

	return false;
}

int main(int argc, char *argv[])
{
	MSG msg;

	HWND myDialog = CreateWindowEx(
		0, WC_DIALOG, "My Window", WS_OVERLAPPEDWINDOW | WS_VISIBLE,
		400, 100, 200, 200, NULL, NULL, NULL, NULL
		);

	// create button
	CreateWindowEx(
		0, "BUTTON", "Click me", BS_PUSHBUTTON | WS_VISIBLE | WS_CHILD,
		50, 50, 100, 25, myDialog, (HMENU)button_id, NULL, NULL
		);
   
	SetWindowLong(myDialog, DWL_DLGPROC, (long)myProc);

	while (GetMessage(&msg, NULL, 0, 0))
	{
		TranslateMessage(&msg);
		DispatchMessage(&msg);
	}

	mciSendString("close myFile", NULL, 0, 0);
	return 0;
}

=====================================================================================================================
a.exe.manifest
=====================================================================================================================

<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<assembly 
	xmlns="urn:schemas-microsoft-com:asm.v1" 
	manifestVersion="1.0">
<assemblyIdentity
     version="1.0.0.0"
     processorArchitecture="X86"
     name="a.exe"
     type="win32"/>
<description>Test Application</description>
<dependency>
     <dependentAssembly>
         <assemblyIdentity
             type="win32"
             name="Microsoft.Windows.Common-Controls"
             version="6.0.0.0"
             processorArchitecture="X86"
             publicKeyToken="6595b64144ccf1df"
             language="*"/>
     </dependentAssembly>
</dependency>
</assembly>