First, I have created a general field in temporary cursor, where I put compiled image, like this...
REPLACE FieldImageName WITH CompiledFileName

Second, I need to display my image in window, like this...
DEFINE WINDOW WindWait FROM 5,50 TO 15,80 NAME oWindWait DOUBLE
oWindWait.left = SYSMETRIC(1) * 0.5
oWindWait.top = SYSMETRIC(2) * 0.5
oWindWait.height = 110
oWindWait.width = 195
oWindWait.AddObject("imgDessin", "image")
oWindWait.imgDessin.picture = FieldImageName
oWindWait.imgDessin.visible = .t.
ACTIVATE WINDOW WindWait

>> Try without general field, I think it works too if you directly assign CompiledFileName to picture property.