How can I automatically add a file to Application DataPath on build?

Well, my game reads some data from a text file in Application.dataPath, but each build I need to add that file. Isn’t there any way Unity can add it automatically each build?

You can use Post Build Script : Unity - Manual: Build Player Pipeline

Infortunatly not supported on Windows. But as the page explain, you can write an Editor script (there is even an example in this doc page that do what you want), and build throught this menu entry.