You should check out how self-extracting archives work. All of those that I am aware of have a first part that is a regular executable and the archive to ve ext

You should check out how self-extracting archives work. All of those that I am aware of have a first part that is a regular executable and the archive to ve extracted is appended to that. File formats like zip have an advantage here as they keep their index at the end of the file after the compressed data. So there is no need to scan for the start of the archive.