Too much bad advice, a DLL cannot be a resource. Windows demands that code is stored in a separate executable file with a proper PE32 header. Which permits it to create a memory-mapped file to map the file content into memory, allowing the code to be shared by multiple processes and keeping it out of the paging file. And to relocate the code when the DLL's base address is already in use.
Simply use Project + Properties, Build events, Post-Build Event to xcopy the DLLs. Arbitrarily, if you stored the needed DLLs in the "dlls" subdirectory of your project then this command will get them copied, only when necessary:
xcopy /d /y "$(ProjectDir)dlls*.*" "$(OutDir)"
Use it both in the Debug and Release configuration so you'll debug exactly what you'll ship.
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