there are component libraries allow you tou store your file on the from, inside DFMs
For example if installed JediVCL you can drop the TJvDataEmbedded
component onto the TDataModule
or TForm
and load a file into it. Then in the runtime you can extract that file onto disk or into TMemoryStream
.
About running - the most simple thing would be to call ShellExecute
function - read your Delphi help about it. Or you can use the class from Jedi CodeLib which allow you a lot of customizations. But you probably do not need it.