You can add it as a resource simply by right clicking the solution name at the top of the solution explorer window, click add then click add existing. Now it's added to the project, you'll need to change it's Build Action property to Embedded Resource and it's Copy to Output Directory property to Do not copy
Now before you can use the exe as an embedded resource you do need to extract it via a FileStream to a folder (the users temp folder is one example) then you use the Diagnostics.Process.Start() method to have your program run the exe file. I'd also recommend having your program delete the temp exe file when you're done with it too.