Since you want Windows to open the file, you need to first decide how it'll get to Windows. A mapped drive is one possibility. Others might include FTP, HTTP, SSH/SCP/SFTP, e-mail or various 3rd party file transfer packages. But, somehow the file has to be accessible from Windows to use it.
So let's assume the user has a drive mapped, and has managed to authenticate him/herself to the IBM i partition containing the .BMP. Now they have the ability to open and view that .BMP file by navigating to it with Windows and double-clicking it. But, you want the computer program to initiate that for them, so they don't to click anything.
Assuming you're using an interactive 5250 session for this, you can send a command through the 5250 emulator that will be run on the Windows machine using a tool called STRPCCMD. You can send any command you like -- but, in this case, what you really want to do is tell Windows to figure out the right program to open up your .BMP file.
So the code would be something like this (this is off the top of my head, and untested)
DCL VAR(&CMD) TYPE(*CHAR) LEN(123)
DCL VAR(&PATH) TYPE(*CHAR) LEN(114)
CHGVAR VAR(&CMD) +
VALUE('explorer ' *BCAT &PATH)
STRPCCMD PCCMD(&CMD) PAUSE(*NO)
STRPCO turns on the ability to run commands through the browser. The MONMSG below it catches the error if that ability has already been turned on.
The command I'm sending will be "explorer" (meaning, Windows Explorer) followed by the path of your BMP, which I figured you'd pass as a parameter to this simple CL program. Explorer should subsequently try to figure out how to properly open a file like that, and open it on your screen. (You could use RUNDLL32 instead of explorer if you wanted to -- but I like EXPLORER because it's shorter, so gives you more space for the path name.)
I like to call this simple like CL program something like OPENDOC... you can use it to open any Windows document (this is not limited to .BMP.. can open word, PDF, excel, or even a URL to a web page). So it's a handy thing.
Then just code it up from RPG with something like this (again, this code is untested, but should be fairly close)
D OpenDoc PR ExtPgm('OPENDOC')
D URL 114A Const