• Create App.rc:

  101 ICON "images\\Application.ico"
  102 ICON "images\\Document.ico"
  103 ICON "images\\Help.ico"

• Compile using Resource Compiler (Visual Studio Command Line):

  C:\> rc App.rc 

• Add App.res to the project (leave None as the Build Action).
• Select icon for project: Project > Properties > Application > Resources: Icon and Manifest.
• Build.

Source: StackOverflow: Dmitry Schechtman, "Embed multiple icons in WPF EXE"

In XAML, to reference an image in images/icons/icon-product-acme1.png in assembly Acme.Products.Specifications.dll, you need to use the pack notation (for package).

Local Assembly (no pack notation required):

<Image Source="/images/icons/icon-product-acme1.png" Width="35" Height="35" Margin="5" />

Referenced Assembly:

<Image Source="pack://application:,,,/Acme.Products.Specifications;component/images/icons/icon-product-acme1.png" Width="35" Height="35" Margin="5" />

NOTE: Make sure the image file is compiled as Resource (not Embedded Resource or Content) in the assembly.

• See: Localization Using RESX Files

• Create a resource dictionary using XML. Eg: Assets\FormDictionary.xaml:

  <ResourceDictionary 
               xmlns:sys="clr-namespace:System;assembly=mscorlib"
               xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
               xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml">
   
      <!--Control colors.-->
      <Color x:Key="WindowColor">#FFE8EDF9</Color>
      <Color x:Key="ContentAreaColorLight">#FFC5CBF9</Color>
      <Color x:Key="ContentAreaColorDark">#FF7381F9</Color>
      . . .
  </ResourceDictionary>

• Create an assembly project in C#.
• Add references to:
  • PresentationCore
  • PresentationFramework
  • WindowsBase
• Create a resource dictionary using XML:

  <ResourceDictionary 
               xmlns:sys="clr-namespace:System;assembly=mscorlib"
               xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
               xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
               xmlns:p="clr-namespace:AHI.App.Localization;assembly=AHI.App.Localization">
   
      <!--Control colors.-->
      <Color x:Key="WindowColor">#FFE8EDF9</Color>
      <Color x:Key="ContentAreaColorLight">#FFC5CBF9</Color>
      <Color x:Key="ContentAreaColorDark">#FF7381F9</Color>
      . . .
  </ResourceDictionary>

ResourceDictionary files can be merged together in App.xaml so these resource are available for all controls in the application:

<Application 
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" 
    x:Class="MyApp">
    <Application.Resources>
        <ResourceDictionary>
            <ResourceDictionary.MergedDictionaries>
                <ResourceDictionary Source="Assets/FormDictionary.xaml" />
                <ResourceDictionary Source="AHI.App.Resources;component/MainDictionary.xaml" />
            </ResourceDictionary.MergedDictionaries>
        </ResourceDictionary>
    </Application.Resources>
</Application>

• MSDN: Pack URIs in WPF
• MSDN Blogs: Creating and Consuming Resource Dictionaries in WPF and Silverlight