How do I make the right click menu in a Console app appear?

I've searched a bit, but I can't seem to figure out how to make the console menu appear when right clicking in the console window in my own Console app like the following:

How do I make the menu appear in my own console app when right clicking the console window?

And yes, I do know that I can use the upper-left icon to make the menu functions appear, but I'm looking for the right-click solution!

(The problem seems to appear when I execute the .exe file directly instead of running it through CMD.EXE)

How do I change the icon on the console app?

To summarize right click on your project (not the solution) in Visual Studio and select properties. At the bottom of the "Application" tab there is a section for "Icon and manifest" where you can change the icon.

Use SetConsoleMode to clear the ENABLE_QUICK_EDIT_MODE mode. It's only polite to restore the flag to its previous setting when your program exits.