Basically our OP is asking how to write a C# program like the popular screensaver/slideshow generators from the 90's where the user selects a bunch of images, and a screensaver style program is created that displays the images. The images would be embedded as resources within the program instead of as loose files so that casual users can't tamper with the pictures.
Nowadays, I think the only people who use this things are people who work in HR and corporate communications and insist on "consistent messaging" to their employees regardless of people being offline or online. Most everybody else has moved on to web based kiosk style program where the program just downloads the images from a web service and cache the images locally.