The Coolbar control consists of a collection of Band objects, and each Band object exposes a Child property. To move a control inside the Coolbar you just have to assign it to the Child property of a Band object.
A minor problem is that you can't directly assign multiple controls to one Band. The solution is easy: place all the controls you want to appear in the Coolbar into a PictureBox control, and assign this PictureBox control to the Child property of a given Band object, as in:
Note that in many cases you'll need to trap the PictureBox's Resize event to correctly resize all the child controls whenever the PictureBox is resized by the Coolbar control to fit into the Band object.
Set CoolBar1.Bands(1).Child = Picture1