You can see I made a simple batch file here (monaco.bat) for the purpose of Game starting after extraction.
To create a simple .bat file, open notepad , add text lines, save as all types, change .txt to .bat
This will create the .bat executable file, you can delete the .txt now
Use standard compression setting as I have experienced issues personally with other settings
Open WinRAR and find the folder where you compressed the file using WinRAR GUI
Once selected, click on "Tools" tab, select " convert archive to SFX
Update Tab, select options as follows:
Here we have to designate the executable path
Select "unpack to temp folder" and select "hide all"
Hides extraction process
For this example, other tab's are not used, feel free to play around.
Click "OK" then in main WinRAR window, OK again to start process...
In your main folder, you will see your .exe now
Click and Test....