Its very simple to create, Check this links
Notify Icon in System Tray with Context Menu Using C#[
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Some easy steps
1) Drag drop one Context Menu and notify icon from Tool box to your windows application
2) Add menu items to context menu
3) Select context menu from notify icon objects property
4) Set icon to notify icon from property
5) Run your application
The above method is possible only when you are using .Net applications
This link will help you to create Notify icon to MFC based applications
Adding Icons to the System Tray[
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