how can i combine exe with dll

if all your dlls are .net assemblies then there is a simple alternative way
Merging .NET assemblies using ILMerge
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http://ilmergegui.codeplex.com/[^]

There are two ways to use libraries in a C++ program (an exe):

1. You dynamically link them: in this case you have header files defining the API, *.lib files defining the entry points, and *.dll files, with the implementation of the library. In this case you add the path of the header files to your compiler's include-path, #include the headers where you need them in your code, and add the *.lib files to your linker's additional libraries (see your compiler/linker settings). The only thing you need to do with the *.dll files is see that they are either in the same directory as your exe, or they are in a directory that is in your search path (check the $PATH environment variable)

2. You statically link them: in this case you do not have *.dll files. Instead, either your *.lib files contain the implementation, or the implementation is provided in the form of either *.obj files, or as source code. Since there are so many possible ways to do this, there is usually documentation on how to set up your project to statically bind that library. However, if you have the implementation only in the form of *.dll files, then you can not statically bind that library to your program!

In any case, the exact things you must or can do depend on the files that you have, and the exact settings depend on the compiler/linker or IDE that you have. Without further information, we cannot help any more.

Just use a app virtualizer like Enigma Virtual Box (free) or BoxedAppPacker (not Free)
in top of that if you have no issue with loading dlls and functions one by one manually you can do manual mapping.