It is not possible (not really)
You would have to write the code for every program, Your best bet will be to move all the applications to a single directory and pack them with your software, Give credit to the original developers and be happy that you made someones life simpler.
Merging HTML, PDF, MKV, MP3, sure.... Exe, there is to much to account for, to much data, different languages, different references, essentially , not going to happen (without some elaborate thinking)