You can't. Resources are are compile-time data store. Their size, location and type are all laid out in the PE structure of the file. You can't just dynamically add on anything you want.
You could write a really ugly "possible" solution involving manual PE walking and allocating an arbitrarily large resource at compile time, then overwriting it with data as you go, but that would be patchy at best, and would probably cause more problems than it would solve.
The next big problem is that any writing you do to the program will have to be done while the program is not running. Meaning if you were to write the contents of a file into your exe, you'd need to write a batch script or something to execute when the program closes.
In reality, this isn't going to work. From your description of what you want, it doesn't even sound overly useful: Why do you want to add the .dlls to your resources?