When you run that library on the Arduino and ask it to open a file, where do you imagine it would read the file from? Your Arduino has no hard disk or other file system.
One way to solve this is to include a library that emulates a read-only file system in the Arduino's flash. I dunno whether this exists (such libs do exist for for some other targets, for instance for the Nintendo DS), but it would be a bit of overkill IMO.
Another way is to include the data that is in the file in your program, as a const (expr) array of bytes, and read from that array instead of from the file. But if you have a library that is coded to use file read calls this would require some rewriting.
A third approach would be to do the reading and interpreting of the file on your host PC, output the interpreted content to a const (expr) byte array, and include that in your application. This frees you from having to include the bmp-read code in your image.
