That is not such a great idea. On Linux, for example, data is expected to be installed in a subdirectory of "$datadir" which is, by default, defined to be "$prefix/share", where "$prefix" is the installation prefix. On Mac OS X, resources are expected to be installed in $appbundle/Contents/Resources, where $appbundle is the name of the folder ending in ".app". On Windows, installing data in a folder that is a sibling of the executable is not an uncommon practice. You may be better off using the CMake build system, and using its CPack packaging features for installing/bundling in the default, preferred platform-specific manner.
Although bundling your resources into the executable, itself, may seem cool, it is actually a dangerous idea... for example, will the embedded data be allocated in an executable page? What will happen if you attempt to overwrite or modify the data? What if you want to tweak or modify the data at runtime? Things to think about.