I am writing a small console app. To get right to the point my application comes with quite
some data about 1mb of text files.

Instead of compiling the software in to a exe and shipping it out whit all the text files
is it possible to include these text files in the exe so that program would contain in
itself the text files.

So i can only distribute the exe. I can add all that content in to my source code file but
you know how that would look like.

Are there any other ways i could do this maybe pack the things in to DLL. Or could this be
achieved by Java, C++, Python ?

With Turbo Pascal, there was a utility that would convert ANYTHING into a .obj file (BinObj).
I did that a couple of times to embed graphics and text into the EXE.
It truly was too much work for the benifit.
In C, I guess you could store the data in large static arrays and compile the module into a .obj file and link it to your project.