I need to generate the image programmatically, so using an tag in the xaml isn't an option. I tried also to run at, when the window is loaded, but

Running the program just gives me a blank screen:

My .CS

namespace WpfApplication2

 public partial class MainWindow : Window
 
 public Image anImage;

 public MainWindow()
 
 InitializeComponent();

 anImage = new Image();
 anImage.Visibility = Visibility.Visible;
 anImage.Width = 120;
 anImage.Height = 310;
 anImage.HorizontalAlignment = HorizontalAlignment.Left;
 anImage.VerticalAlignment = VerticalAlignment.Top;
 anImage.Margin = new Thickness(500, 500, 0, 0);
 BitmapImage bmImage = new BitmapImage();
 bmImage.BeginInit();
 bmImage.UriSource = new Uri("balloonB.png", UriKind.Relative);
 bmImage.EndInit();
 anImage.Source = bmImage;
 anImage.Stretch = Stretch.None;

 this.AddVisualChild(anImage);
 this.InvalidateVisual();
 
 

My XAML

<Window x:Class="WpfApplication2.MainWindow"
 xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
 xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
 Title="MainWindow" Height="1024" Width="1280" ResizeMode="NoResize"
 WindowStartupLocation="CenterScreen" WindowState="Maximized">
 <Grid Width="1280" Height="1024">

 </Grid>
</Window>

There are at least two things wrong with your code.

First, you should make sure that the image file can be loaded at runtime. The easiest way is to add the file to your Visual Studio project, perhaps in a folder named "Images". The Build Action of the file has to be set to Resource, but this is the default for image files anyway. Now you can access this image resource file in code behind by means of a Pack URI (or a Resource Pack URI to be more precise). Given the folder name "Images", that URI would look like this:

pack://application:,,,/Images/balloonB.png

Second, you should not use AddVisualChild to add the Image control to your MainWindow. Instead, add it to the top-level Grid by setting the x:Name attribute on the Grid in XAML, and then using the auto-generated member variable with that name in code-behind.

<Window ...>
 <Grid x:Name="rootGrid" Width="1280" Height="1024">
 </Grid>
</Window>

Add the Image control to the Grid:

rootGrid.Children.Add(anImage);

Putting it all together and omitting unnecessary property settings, your code would look like this:

var anImage = new Image();
anImage.Width = 120;
anImage.Height = 310;
anImage.HorizontalAlignment = HorizontalAlignment.Left;
anImage.VerticalAlignment = VerticalAlignment.Top;
anImage.Margin = new Thickness(500, 500, 0, 0);
anImage.Source = new BitmapImage(new Uri("pack://application:,,,/Images/balloonB.png"));
rootGrid.Children.Add(anImage);

Or, a little shorter:

var anImage = new Image

 Width = 120,
 Height = 310,
 HorizontalAlignment = HorizontalAlignment.Left,
 VerticalAlignment = VerticalAlignment.Top,
 Margin = new Thickness(500, 500, 0, 0),
 Source = new BitmapImage(new Uri("pack://application:,,,/Images/balloonB.png"))
;
rootGrid.Children.Add(anImage);

I find many times that a full pack Uri is a bit much and that a simplified Uri works just as well if not better, just be sure that your image build property is configured as MSBuild Resource:

Image anImage = new Image();
anImage.Visibility = Visibility.Visible;
anImage.Width = 120;
anImage.Height = 310;
anImage.HorizontalAlignment = HorizontalAlignment.Left;
anImage.VerticalAlignment = VerticalAlignment.Top;
BitmapImage bmImage = new BitmapImage(new Uri(@"pack://application:,,,/yournameSpace;component/Subfolder/balloonB.png"));
bmImage.BeginInit();
bmImage.EndInit();
anImage.Source = bmImage;
anImage.Stretch = Stretch.None;
gr.Children.Add(anImage);

Xaml

<Window x:Class="WpfApplication2.MainWindow"
 xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
 xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
 Title="MainWindow" Height="1024" Width="1280" ResizeMode="NoResize"
 WindowStartupLocation="CenterScreen" WindowState="Maximized">
 <Grid Name="gr" Width="1280" Height="1024">

 </Grid>
</Window>

There might be a problem with this line:

anImage.Margin = new Thickness(500, 500, 0, 0);

I renamed my Grid to gr and tried the following code and it works, I used the ImageBrush to draw the image:

Image anImage = new Image();
anImage.Visibility = Visibility.Visible;
anImage.Width = 120;
anImage.Height = 310;
anImage.HorizontalAlignment = HorizontalAlignment.Left;
anImage.VerticalAlignment = VerticalAlignment.Top;
//anImage.Margin = new Thickness(500, 500, 0, 0);
BitmapImage bmImage = new BitmapImage();
bmImage.BeginInit();
bmImage.UriSource = new Uri("balloonB.png", UriKind.Relative);
bmImage.EndInit();

ImageBrush ib = new ImageBrush(bmImage);
anImage.Source = ib.ImageSource;
gr.Children.Add(anImage);

Xaml

<Window x:Class="WpfApplication2.MainWindow"
 xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
 xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
 Title="MainWindow" Height="1024" Width="1280" ResizeMode="NoResize"
 WindowStartupLocation="CenterScreen" WindowState="Maximized">
 <Grid Name="gr" Width="1280" Height="1024">

 </Grid>
</Window>