Recently I wrote a post about adding dll resource files to a Management Pack Bundle with Visual Studio Authoring Extensions (VSAE). Now this only works for .mp and .dll files. If you want to include for example an image file to your Management Pack Bundle which is going to be displayed as a Folder Icon, you first have to add the file to your Management Pack Project.
Now if you build your Management Pack Project the file is not yet included in the Management Pack Bundle. You have to change the Build Action property of the newly added file from Content to Embedded Resource to achieve this.
Hope this helps!