-Read up on resources on MSDN. That said, it is very common for even commercial games to load resources from external files - this way, if you update either the program or a single resource, you don't have to do a huge compilation. Do take into account that the Express editions of Visual Studio do not include the resource editor.

-Don't publish executables compiled with debug settings. Usually, debug libraries need a corresponding debug runtime, and people without the same development environment as you don't have them.

-Note that you still need to distribute the runtime of the language you developed your app with. Even native C++ requires a runtime.

-Consider using a proper installer instead of x-copy deployment (your current style).

X-copy deployment is a deployment style in which you just copy the executable and all its resources from one directory to another. The term x-copy stems from the MS-DOS command xcopy.exe which performed a recursive copy of a file system directory. Nowadays, when you copy the contents of a directory (files and subdirectories) by using the Windows Explorer, it basically does the same thing. This deployment style is simple (no dependency system) but not very robust (no dependency system) - hence, I recommended making a proper installer for your app.

If you're going to publish your app to someone who doesn't have the same development environment as you, your only choice is to publish a release build. Others cannot likely run your app built in debug mode.

If you want to learn how to use embedded resources with your executables, you just need to do some studying and preferably try out how it works while at it. This is not the most difficult thing you can do with Visual Studio. All the documentation about the topic is available in MSDN. And with a little Googling, you can surely find some tutorials.