How to initialize a const field in constructor?

You need to do it in an initializer list:

Bar(Foo* _foo) : foo(_foo) {
}

(Note that I renamed the incoming variable to avoid confusion.)

I believe you must do it in an initializer. For example:

Bar(Foo* foo) : foo(foo) {
}

As a side note, if you will never change what foo points at, pass it in as a reference:

Foo& foo;

Bar(Foo& foo) : foo(foo) {
}

Initializing const members and other special cases (such a parent classes) can be accomplished in the initializer list

class Foo {
private:
   const int data;
public:
   Foo(int x) : data(x) {}
};

Or, similarly, for parent initialization

class Foo {
private:
   int data;
public:
   Foo(int x) : data(x) {}
};

class Bar : Foo {
public:
   Bar(int x) : Foo(x) {}
};

You need to initialize foo in the initializer list.

class Bar {
    Foo* const foo;
  public:
    Bar(Foo* f) : foo(f) {...}
};

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