SDL is actualy very easy. And you almost hit the spot
"SDL_LoadBMP(PChar);" where PCHAR is the C string with full path to file.
Usage is:
"PSDL_Surface:=SDL_LoadBMP(PChar);"
Where PSDL_Surface is your surface where you want to load it.

The docs are at www.libsdl.org. Go to the wiki page/api for basic SDL.
There are addons to SDL(also documented there) like SDL_Image which will enable you to load other formats as easily ie:
"PSDL_Surface:=IMG_Load(PChar);"

The problem with people nowadays is they can't even find the docs.
(I'm one such type too)