Extension dll

I am using the extension dll of MySQL ( MySQL.Data.dll ) , but when I create the exe file of the program it does not "saved" from the DLL extension. Would anyone help me?

Estou utilizando a extensão dll do MySQL(MySQL.Data.dll), mas quando vou criar o arquivo exe do programa ele não "salva" junto a extensão dll. Alguém saberia me ajudar?

 

DLL - Dynamic-Link Library, as name says it's linked dynamic. That's mean that your exe file has only reference to the DLL, and library has to be somewhere on your disk, or in folder where exe file is.
But if fir some reason you want to include the dll to the exe file, follow the link below:
http://stackoverflow.com/questions/189549/embedding-dlls-in-a-compiled-executable