I am using Qt in my C++ application. I'm using dynamic linking so it comes with few dll files like:
This is not a really good idea for multiple reasons :
Other Qt applications might be built using a different version of Qt. These will not work anymore. If you right click Qt5Core.dll you can see the version of qt used to build this lib.
Your application can't control the dll anymore, other application could potentially delete/update these lib : your app would not work anymore
new version of your application might not be able to coexist with old ones if using different version. Mostly problematic for you (for testing purposes)
If you really want to deploy a single exe, I recommend to make a stand-alone executable : https://wiki.qt.io/Build_Standalone_Qt_Application_for_Windows
Legally, you should allow the user to be able to edit the Qt libs and use a personalised one, for this reasons, the best way is to create a deployement package that contains all dll alongside the exe