Compile resources in projects

Hi, this is probably a newbie question and I am not sure if this is the right forum for this.
I have earlier made small graphical projects with C++ and SFML in CodeBlocks.
In some projects I have imported image files and such directly to be compiled in the .exe output file, and in others I have made a .exe output file that reads resources in the same folder instead. My question is, how does it work to have resources compiled as separetad files without leaving the images and scripts needed for the projects, completely open for players/users to view and edit in the folders. I do not want my games to be that easy to modify by players.

I am using Windows XP by the way.
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