How to create a resource?

Hello all:
      I use vc6,and first I create a mfc file,look:
File=>New=>win32 Application,

#include <afxwin.h>
class sample:public CFrameWnd
{
public:
 sample()
 {
  Create(NULL,"MFC Sample");
  MessageBox("My MFC Window","CFrame Construct",MB_OK);
 }

 void OnLButtonDown(UINT,CPoint)
 {
  ::MessageBox(NULL,"LButtonDown","Down",MB_OK);
 }

 DECLARE_MESSAGE_MAP()
};

BEGIN_MESSAGE_MAP(sample,CFrameWnd)
ON_WM_LBUTTONDOWN()
END_MESSAGE_MAP()

class App:public CWinApp
{
public:
 BOOL InitInstance();
 BOOL ExitInstance();
};

BOOL App::InitInstance()
{
    MessageBox(0,"My MFC Windows","InitInstance",MB_OK|MB_ICONASTERISK);
 sample *obj;
 obj=new sample;
 m_pMainWnd=obj;
 obj->ShowWindow(SW_SHOWMAXIMIZED);
 return TRUE;
}

BOOL App::ExitInstance()
{
    MessageBox(0,"My Windows","ExitInstance",MB_OK|MB_ICONHAND);
 return TRUE;
}

App a;

and now I want to add a menu,Look:
File=>New=>Resouce Script,and then Insert=>Resource=>Menu,
but I don't find the file resource.h,I want to know how to do?
Thanks very much.