So there's no way in C::B to find all the linked .dll's??? or a way to compile the .dll's into the .exe???
If you or someone else writes a plugin; then yes it is possible.
But, I consider it a bad idea to do it all inside Code::Blocks.
Code::Blocks is a IDE not an code packager. If I wanted what you want, I would try to decide which code packager would work best with Code::Blocks.
NSIS is a good choice, in my opinion. The only cross platform open source code packager, I know about. Then I would try to export from Code::Blocks what ever I could to use the NSIS application to do the heavy work.
Never used NSIS myself; so, I have no idea what it needs to package the code.
Tim S.