Embedding Xojo's DLLs into the program's EXE

Someone told me it MAY be possible using this package:
https://github.com/Fody/Costura

But he didn’t know Xojo or anything about it.
And I don’t have a windows license to compile an EXE and test if it works.

Can anyone confirm if it works to produce a single standalone EXE that just runs as it is without depending on any external resources?

I don’t know if that specifically could help you get along but here is a thread about making standalone executables in Xojo:
https://forum.xojo.com/8964-standalone-exe/0