Make-EXE | Easily package your PowerShell and batch scripts

it seems that this is a bit difficult

That's a bit of understatement: for all practical purposes this is impossible to do (at least on ELF platforms), because in the process of linking hello_world the linker discards much of the information that was contained on object files which comprise hello_world, and is necessary to reconstruct it again.

I am trying to add a .rodata section into the binary that I have no source code for

That is unlikely to be your real goal -- the original binary will not use your added .rodata, so your goal must be something else. See also http://xyproblem.info/.

actually found a solution from this question

Wait for file to exist

In part 3. The Gambit Scheme compiler of the Gambit Manual you mentioned, there is very informative description of the compiler and all the options it takes.

If you want to compile Scheme source file hello.scm into an executable program, try:

While you can't transmit parameters through prerequisite names (or at least only if you change the prerequisites completely), you could employ target-specific variables. But the solution isn't exactly pretty, with an additional variable leading every recipe line:

VB6 compiles "on demand" by default which is what happens when you do Run > Start (or press just F5). This means that some compile errors won't reveal themselves until they are actually called at runtime - or maybe not at all if you happen to not execute a particular block of code containing an error.

But using Ctrl-F5 or "Start with full compile" causes each and every line of code to be compiled; any potential errors can be revealed and be eliminated this way.

'Make Exe...' causes a full compile followed by writing of the EXE of your project.

You can also set some options before compiling when you use 'Make Exe...' (such as version number).

_{Paraphrased from here.}

I ended up using python27 to get this to work, and solved my problem by putting together the answers from multiple threads with this issue. Here is a copy of the setup.py script I used: