How can I integrate data and program into single executable file?

Recently I created a project that manages details of students living in hostel and stores all the details regarding the fees paid by them.

I'm using Netbeans IDE to provide required GUI and ORACLE10g for the database support.
I want to know how can make these two components into one single executable file.
For example right now, when I export my program from one system to another I have to create (only one time though) DATABASE from scratch in new system and then I have to repeat all the queries to have same data as original system.
Are there any other way to accomplish above task automatically (i.e. from a executable file)?
I'm using Windows7.