You can't do this with the AddFontFile()
method; the path string it expects cannot resolve into the resources embedded in your compiled program.
Instead, you will have to use AddMemoryFont()
...and pass it a pointer to resource data you've fetched via resource-aware APIs.
There's a question from 2013 with someone doing this in C#: "addFontFile from resources". I don't know what other class libraries you are using, but if you were programming to straight Win32, getting a pointer and size for your font would look something like this:
HMODULE module = NULL; // search current process, override if needed
HRSRC resource = FindResource(module, L"Exo-Regular.ttf", RT_RCDATA);
if (!resource) {...error handling... }
HGLOBAL handle = LoadResource(module, resource);
if (!handle) {...error handling... }
// "It is not necessary to unlock resources because the system
// automatically deletes them when the process that created
// them terminates."
//
void *memory = LockResource(handle);
DWORD length = SizeofResource(module, resource);
privateFontCollection.AddMemoryFont(memory, length);