I don't think so, since SFML.Net will need to call into native code (CSFML and then SFML), I don't think this can be embedded into your application. Additionally, due to licensing you will have to ship OpenAL as DLL anyways and on top of that, you have to store resources (graphics, audio, etc) somewhere anyways, so trying to go for the one binary approach is kind of pointless.
Another thing: is it possible to choose an image for my SFML forum account from a disk file?
Go to
your profile and upload one.