Xcode C++ help! Holding files in a program

Sup, in my program I would like some simple .exe games to be called open. I already know how to do this. But is there any way to place the .exe file in a folder in you program (like their is the targets folder etc.) that will go where your program goes? Or if you can't do this, what is the closest thing to it?

 

.exe as in a winows executable... but is their a way to add ANY file to my program?