Note that open-source programs like Notepad++ use another open-source tool called "NSIS", which can present EULAs that you accept during the installation. https://nsis.sourceforge.io/Main_Page
But chances are, on windows at least, regardless of the tool, the text is baked into the exe as a resource (perhaps compressed) during compilation, or something similar to that.
If you are looking at having a EULA type dialog when a user runs your software easily doable with a custom dialog box. Maybe even a custom wizard interface.
The possibilities of using Windows components are almost limitless, only restricted by your imagination and knowledge of Windows desktop programming.
If you have never programmed Windows GUI apps then maybe now is the time to start learning.