How to create a virtual file?

Since you don't have control over the DLL you have to assume that the DLL expects an actual file. It probably at some point makes that assumption which is why named pipes are failing on you.

The simplest solution is to create a temporary file in the temp directory, write the data from your EXE to the temp file and then delete the temporary file.

Is there a reason you are embedding this "pseudo-file" at the end of your EXE instead of just distributing it with our application? You are obviously already distributing this third party DLL with your application so one more file doesn't seem like it is going to hurt you?

Another question, will this data be changing? That is are you expecting to write back data this "pseudo-file" in your EXE? I don't think that will work well. Standard users may not have write access to the EXE and that would probably drive anti-virus nuts.

And no CreateFileMapping and GetMappedFileName definitely won't work since they don't give you a file name that can be passed to CreateFile. If you could somehow get this DLL to accept a HANDLE then that would work.

And I wouldn't even bother with API interception. Just hand the DLL a path to an acutal file.

You can store the data in an NTFS stream. That way you can get a real path pointing to your data that you can give to your dll in the form of

x:\myfile.exe:mystreamname

This works precisely like a normal file, however it only works if the file system used is NTFS. This is standard under Windows nowadays, but is of course not an option if you want to support older systems or would like to be able to run this from a usb-stick or similar. Note that any streams present in a file will be lost if the file is sent as an attachment in mail or simply copied from a NTFS partition to a FAT32 partition.

I'd say that the most compatible way would be to write your data to an actual file, but you can of course do it one way on NTFS systems and another on FAT systems. I do recommend against it because of the added complexity. The appropriate way would be to distribute your files separately of course, but since you've indicated that you don't want this, you should in that case write it to a temporary file and give the dll the path to that file. Make sure you write the temporary file to the users' temp directory (you can find the path using GetTempPath in C/C++).

Your other option would be to write a filesystem filter driver, but that is a road that I strongly advise against. That sort of defeats the purpose of using a single file as well...

Also, in case you want only a single file for distribution, how about using a zip file or an installer?

Use BoxedApp and do not worry.

Pipes are for communication between processes running concurrently. They don't store data for later access, and they don't have the same semantics as files (you can't seek or rewind a pipe, for instance).

If you're after file-like behaviour, your best bet will always be to use a file. Under Windows, you can pass FILE_ATTRIBUTE_TEMPORARY to CreateFile as a hint to the system to avoid flushing data to disk if there's sufficient memory.

If you're worried about the performance hit of writing to disk, the above should be sufficient to avoid the performance impact in most cases. (If the system is low enough on memory to force the file data out to disk, it's probably also swapping heavily anyway -- you've already got a performance problem.)

If you're trying to avoid writing to disk for some other reason, can you explain why? In general, it's quite hard to stop data from ever hitting the disk -- the user can always hibernate the machine, for instance.