oki i understand. For example: I made an acrobat's portable and the size is about 2.3 gb with file .dat I found an other version on internet and size is about 800 mb and there isn't a file dat but .exe and data folder. How can do it this?
Instead of using the default, tell thinapp to create a single .exe file. In the example image, just select "Use one of the entry points" and it will create a single, large exe.
Apart from that, you need to learn how to "hack" Thinapp project folders. Some files are simply not needed. The most important ones are the installers. They're useful if you ever need to reinstall a faulty installed app; however, they are entirely useless within a portable app. They are very large, incompressible and, let's say that again, entirely useless. Also, you'll not need (for obvious reasons) to uninstall your app. It's portable, so it is not "installed" after all... Therefore, uninstallers (and uninstall related files) are useless too. And so on. Last but not least, I know how you feel because years ago I felt just like you: a single executable is (or seems to be) more "elegant". Nowadays I don't bother anymore. I run most of my apps from a shortcut or from associated files, so it doesn't matter anyway. And the day you start to capture your apps in a x64 environment you'll find you cannot get ride of .DAT files, so... Just relax, learn to hack the whole thing and have fun.