Icons are being a bit mysterious comparing to bitmaps. Now how we can save and icon to bitmap. There are several methods to do this. Here’s a simple tweak to save it using memory DC.

void SaveBitmapToFile( BYTE* pBitmapBits, LONG lWidth, LONG lHeight,WORD wBitsPerPixel, LPCTSTR lpszFileName )
{
    BITMAPINFOHEADER bmpInfoHeader = {0};
    // Set the size
    bmpInfoHeader.biSize = sizeof(BITMAPINFOHEADER);
    // Bit count
    bmpInfoHeader.biBitCount = wBitsPerPixel;
    // Use all colors
    bmpInfoHeader.biClrImportant = 0;
    // Use as many colors according to bits per pixel
    bmpInfoHeader.biClrUsed = 0;
    // Store as un Compressed
    bmpInfoHeader.biCompression = BI_RGB;
    // Set the height in pixels
    bmpInfoHeader.biHeight = lHeight;
    // Width of the Image in pixels
    bmpInfoHeader.biWidth = lWidth;
    // Default number of planes
    bmpInfoHeader.biPlanes = 1;
    // Calculate the image size in bytes
    bmpInfoHeader.biSizeImage = lWidth* lHeight * (wBitsPerPixel/8);

    BITMAPFILEHEADER bfh = {0};
    // This value should be values of BM letters i.e 0x4D42
    // 0x4D = M 0×42 = B storing in reverse order to match with endian
    bfh.bfType=0x4D42;
    /* or
    bfh.bfType = ‘B’+(‘M’ << 8);
    // <<8 used to shift ‘M’ to end
    */
    // Offset to the RGBQUAD
    bfh.bfOffBits = sizeof(BITMAPINFOHEADER) + sizeof(BITMAPFILEHEADER);
    // Total size of image including size of headers
    bfh.bfSize = bfh.bfOffBits + bmpInfoHeader.biSizeImage;
    // Create the file in disk to write
    HANDLE hFile = CreateFile( lpszFileName,GENERIC_WRITE, 0,NULL,

                               CREATE_ALWAYS, FILE_ATTRIBUTE_NORMAL,NULL);

    if( !hFile ) // return if error opening file
    {
        return;
    }

    DWORD dwWritten = 0;
    // Write the File header
    WriteFile( hFile, &bfh, sizeof(bfh), &dwWritten , NULL );
    // Write the bitmap info header
    WriteFile( hFile, &bmpInfoHeader, sizeof(bmpInfoHeader), &dwWritten, NULL );
    // Write the RGB Data
    WriteFile( hFile, pBitmapBits, bmpInfoHeader.biSizeImage, &dwWritten, NULL );
    // Close the file handle
    CloseHandle( hFile );
}

void CLoadIconSampleDlg::OnBnClickedButtonSaveIcon()
{
	// Loading resource from DLL.
	HMODULE h = LoadLibrary( L"myresource.dll" );

	if( !h )
	{
		MessageBox( L"Failed to load library" );
		return;
	}

	INT id = GetDlgItemInt( IDC_EDIT1 );
	m_hLoadedIcon = LoadIcon( (HINSTANCE) h , MAKEINTRESOURCE( id ) );

	CBitmap bmpSave;
	CClientDC dc(this);
	bmpSave.CreateCompatibleBitmap( &dc, 32, 32 );

	CDC dcMem;
	dcMem.CreateCompatibleDC( &dc );
	dcMem.SelectObject( &bmpSave );
	dcMem.DrawIcon( 0, 0, m_hLoadedIcon );

	BITMAP bmpInfo;
	bmpSave.GetBitmap( &bmpInfo );

	int size = bmpInfo.bmHeight* bmpInfo.bmWidth * (bmpInfo.bmBitsPixel / 8 );
	unsigned char* pBytes = new unsigned char[size];
	bmpSave.GetBitmapBits( size, pBytes );
	SaveBitmapToFile( pBytes, 32, 32, bmpInfo.bmBitsPixel, _T( "C:\\temp\\temp.bmp" ));
	delete []pBytes;

	FreeLibrary( h );
}