It should be possible....
But, the whole point of DLLs is that they are not part of the exe file.
This means that the DLL code can be shared by many different exe files... not duplicated in each one.
Since a DLL is mostly machine code, it should be possible to "hack" it... You could modify it and merge it with your own code. However, because the DLL is not C++ code, this would have to be done in assembly language.
Also, assuming that you'd be using someone elses DLL, it would be a user-agreement and/or copyright violation to re-distribute the hacked DLL.