Making a game without the "Data" folder

Hello, I have been bale to build and run, and I would just like to know, how the heck do I create it without it needing the data folder?! I tried creating shortcuts, putting in a compressed zip folder, nothing works! I don’t think people will know to put both on their desktops. Any help will be greatly appreciated!

I don’t think people will know to put both on their desktops

Haha… you’ve got it backwards… they’ll know to make a shortcut to the executable on their desktops. You don’t put actual programs on the desktop… it’s for shortcuts!