Using the standard copy utility, you can combine two files into one so that when you double-click the first file, the second will be hidden. To do this, take any file that will be used for cover, for example a picture (1.jpg), create an archive in any format with the files we want to hide (2.zip) and execute in the command line:
copy /b 1.jpg + 2.zip newFile.jpg
Now, when opening the resulting file newFile.jpg with a double click, we will see the image 1.jpg.
But if we open it with an archiver, we will see the contents of the 2.zip archive.