I would like to make sure that [...] the images will not be easily accessible
First, you should ask yourself why you want to forbid this. If you just want to avoid that someone else manipulates the pictures, you can leave them in a bunch of subfolders as JPGs, just generate checksums for each file and check them at the time the program loads the pictures.
If you want to avoid reuse of the pictures, you can leave them in a bunch of subfolders, but not as JPGs. Encode them with for example with the standard AES algorithm. But beware, that won't prevent anyone else of making screenshots while you application is running, so you should consider if that's really worth the effort.
EDIT: if you want to embed the images because installation gets easier when you have just one big file to deploy instead of 7000 single files, then you may write a helper program for creating resource files programmatically. See this page from Microsoft, especially the part about .resource
files, to learn how to utilize the ResourceWriter
class for that purpose.