- Do you mean you want the resultant executable to contain data as a resource within the executable?
This you can do with AutoIt, (I've done it), although I don't know exactly how big a resource you can embed.
- static (the data will not be changed after compilation) or variable (self-modifying executable)?
This will be very hard to do using AutoIt - I don't think anyone over on the forums has done it. The only way I can think of without recompiling each time is to directly write the changed data into a copy of the original executable but that means you'll be stuck with a fixed data size, (and who knows what else needs to be taken care of - beyond my knowledge).
The only other way of doing it that I can think of is a self-modifying, self-extracting archive which should be possible using 7zip, WinRAR, WinZIP, etc.
Is there a specific reason why the data has to be embedded within the executable?