I am creating a c++ program, but I want to be able to offer just a .exe file to the user. However, I am using libraries (curl among others) which have some dll's. Is it possible to compile these dll's into the .exe file?
I use Code::Blocks and mingw.
In general, no. DLLs have some special behavior that is non-trivial, such as acquiring Loader Lock when they're loaded and calling DllMain at those points. While a theoretical linker could arrange for each DllMain to be called from the application main(), it would not happen under Loaded Lock. This Loader Lock is under control of the OS. Also, DLLs are notified of new threads via their DLLMain, and this too would be nearly impossible to fake.
In order to achieve that you will need static linking. This requires that all your libraries (and the libraries they depend upon recursively) need to be available as static libraries. Be aware that the size of your executable will be large, as it will carry all the code from those static libraries. This is why shared libraries (DLLs) were invented in the first place, to be able to share common code among applications. However that does not always work so well on windows.
I think what you may really want is an installer that installs your executable and all it's dependent libraries.
I came across dll2lib utility once. Interesting piece, though pricey one. It allows you to convert virtually any dll to a static library, which may be later linked with your application to produce solid exe. IIRC, free version will show certain notification (MessageBox) upon entering a function from such generated library.
There's an article in DDJ from 2002 that may have what you want:
Basically it uses a combination of linking to the DLL using MSVC's 'delayed load' feature and packaging the DLL as an embedded resource in the EXE. The DLL is then automatically extracted at runtime when the first call to one of the exports is made.
I haven't used this technique so I can't really comment on how well it works, but it sure seems like a slick idea.