A J Rossini <arossini(a)biostat.washington.edu> writes in xemacs-beta(a)xemacs.org:
 Is XPM support and the symbolic names necessarily true for Microsoft
 Windows OS's, as well? 
It is as alien a format as PNG is, relatively speaking.  Of course on
anything but Linux[1], Xpm is an alien format there too.
I have yet to figure out how to build Xpm in one-pass on a system
without either of:
1.  A working xmkmf (it's unbelievable that vendors ship X11 without a
    functional xmkmf, no wonder Unix graphics gets a bad rap :-()
2.  A previously installed Xpm (building sxpm and cxpm puke and die).
Building PNG and zlib has gone without a hitch on all the systems I've 
tried it on.
Footnotes: 
[1]  Make that some installations of Linux.  I thought PNG was a
standard part of every Linux distribution, but I've already gotten a
report about one where it is not.