A few ways you can do it but possibly the simplest is to convert each file into an array (all of the values separated by commas, basically), save that to a header file and include that when building.
Shaders are easier because they're already text. Just add it as a string.
You can then "load from memory" and pass the array/string as the memory.
Note that one of the DLLs cannot be "packed" due to licensing. That is the openal32.DLL, which you need for audio, so that will always be separate.