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I would like assigning some images to the menu items without placing them on the toolbars. Is it possible?

Yes! In the Resource Editor, create a new toolbar (e.g. IDR_MENUIMAGES). Add a new buttons associated with a menu commands. Now, in CMainFrame::OnCreate just call CBCGPToolBar::AddToolBarForImageCollection (IDR_MENUIMAGES) (static function).
Creation date: 10/16/2016 11:41 AM ()      Updated: 10/16/2016 11:41 AM ()