How do i make it so the data and playerprefs and everything necessary in the game is in the exe file?

Nothing else to say, i need to merge them so i can just have the file.

The manual clearly states that PlayerPrefs are written to the registry.
So there is no way to merge them with your project directory.

For the rest of the data…you project will always consist of the executable and the data
folder. Thats just how things are. Have you ever taken a look at the folder of any other game?

As for the ‘merging’, you can use external programs to generate an installer, which will probably be just one file, but installed any Unity game will consist of the .exe and the data folder. A quick google search turned out: Installforge

Is there any special reason why you need it to be one file?