You can already do this if you make two applications in Construct:
Make a Construct app that reads some data files and does something based on that
Make a Construct app that generates the data files, and copy that with the 'runner' app somewhere, and you've got a 'custom' EXE.
I can't see anything else working. We're never going to implement the Construct IDE in the runtime, that would be a nightmare. So I actually like UberLou's solution of "just download Construct"