How to embed resources into a single executable?

The windows resource system works like this, so if you make a WinAPI or MFC application, you can use this. Also, Qt provides the same functionality, but in a platform independent way. They just write the files in raw binary format into a byte array in a normal C++ file, so they get compiled as data into the exe. Then they provide functions for accessing these data blocks like normal files, although I don't know how they really work. Probably a special implementation of their file class which just accesses those byte array variables.