The following info will help you if you are using the standard IDE that comes with DBPro:
1). With the editor open, you should have a PROJECT SUMMARY window on the screen. If not, click VIEW and select SHOW PROJECT MANAGER.
2.) You will see red, green and blue buttons in the lower right or left side of the screen (I think it defaults to the right side). Click on the red button marked SETTINGS.
3.)In the executable file settings, select EXE with attached media.
4.) Click the blue MEDIA button
5.) Add all of your media files (sound, images, objects, etc.)
6.) When you go to compile it, press F4. An .exe will be created.
7.) Move the .exe to your desktop and run it.
NOTE: If you update your media, you will have to delete it from the project manager and add in the new files, as it will not automatically update it.
Hope this helps.