My exe requires a dll to run, I have to keep moving the dll to the exe's folder to run it properly :(
How can I combine the 2 files together as one? :(

copy the DLL into any of the folders listed in the PATH environment variable and it will work regardless of where the application program is located.

System32 is one of those folders. Why not just put exe and dll in same folder? I always hate to put non system DLLs into my system folder. Alternatively just create libraries folder somewhere and add it to system PATH!