Is there a tool that can encapsulate exe and its dependencies (dll, configuration file …) into an exe?

  c++, question

We compiled the application exe, and then put the dll it depends on and the necessary files, including folders, together to prepare for the installshield shield.

My idea is to directly generate a large exe through a tool from those to be packaged (including, exe, dependent dll,,, and so on). we just need to double-click the exe and start running the program directly (note that it is running, not installing).

Is there such a tool?

Compression software (like winrar) has a function of packaging into exe