Hi.
Can Kha let me pack the whole assets into one file or maybe embed these files into the exe file when targeting windows? Also is it possible to load images that are not written in project.kha? I want to hide the assets from the users somehow so they don't get spoiled.

Packing assets - no, please file an issue on Github.
Loading images - yes. You can make the exact same calls that the Loader uses to load images from project.kha (ala Loader.the.loadImage({file: "whatever.png"}, callback).