Is it possible to create one app with several exe-files?

In some cases a program exists of more exe-files which function each separately, however together they form one program. For example I bring on the free music creator software PxTone: https://en.wikipedia.org/wiki/PxTone

It's a package containing 4 small exe-files, because next to a sequencer there's separate software for creating instrument voices and SFX and there's a player. (By the way: it's all portable by itself, however I don't know it leaves traces into the Windows Registry)

I assume such a format ain't suitable for the portableapps-format; you have to make an app from each software separately. Or am I mistaken?

http://www.pazera-software.com/img/lightbox/next.png

For an alternative way I was thinking about this. This image is the screenshot of Pazera Free Audio Video Package. It contain all the software of Pazera. The software ain't adjusted and can still run by itself, however this screenshot displays an extra program which functions as a menu with buttons which are linked to the right software.

Is there a tool available to make such a menu yourself, so you can bundle several software (also for example a collection of free small games) And from there you can create a portable app?