add files

Question

is there a posible way to add files in your project???

like  a .zip file or .exe i`m not looking in a setup project. i want to use a .zip file in my c# program and include in my program and do what ever ii want to it like copy it to a HDD. A good example is a setup program, like i said i`m Not intersted into make a setup project i want to write code in c# please answer!!!!!!!!!!!!!!!!!!111