Integrate the Code from the DLLS as a part of the EXE in your project.
Alternatively you can try ILMerge:
ILMerge is a utility that can be used to merge multiple .NET
assemblies into a single assembly. ILMerge takes a set of input
assemblies and merges them into one target assembly. The first
assembly in the list of input assemblies is the primary assembly. When
the primary assembly is an executable, then the target assembly is
created as an executable with the same entry point as the primary
assembly. Also, if the primary assembly has a strong name, and a .snk
file is provided, then the target assembly is re-signed with the
specified key so that it also has a strong name.