Sure. In fact, you can use either a bitmap, or you can associate an image list with the header control and display images from that in the header. You can have images, text, or both displayed in the header. If you feel like getting really fancy, you can even draw it yourself.
Quick start:
Use CListCtrl::GetHeaderCtrl() to retrieve a pointer to a CHeaderCtrl object. Then call CHeaderCtrl::InsertItem() (or CHeaderCtrl::SetItem() if you've already added items) to set a bitmap. If you want to use an image list, you'll need to associate it with the control first by calling CHeaderCtrl::SetImageList().