Creating an executable with embedded DLLs means that the executable
can be truly stand-alone, instead of needing to be kept with its
DLLs in a relative subdirectory.
DLL embedding works by bypassing the OS's LoadLibrary and
GetProcAddress functions, and instead maps the DLL into memory
and performs relocations explicitly. Joachim Bauch's MemoryModule
(Mozilla license) implements those steps.