Hi Jannes,
You use the linker, either as a RES file or after converting it to an OBJ file with CVTRES.EXE. For the RES file or the extra OBJ file you need to add it to the object file list on the command line.
Use a command line like this.
\masm32\BIN\Link.exe /SUBSYSTEM:WINDOWS mangled.obj rsrc.obj