You need a
Graphics[
^] object to draw someting. When you have it, use it to draw:
MessageBox.Show("Number of circles found : " + numCircles.ToString());
System.Drawing.Graphics g = System.Drawing.Graphics.FromImage(bmp);
foreach (HoughCircle circle in circles)
{
g.DrawEllipse(Pens.Green, circle.GetTheThingsCoordinates());
}