It's possible to execute shellcode inline in a C/C++ program. The reason why it's good to have this technique in your arsenal is because it does not require you to allocate new RWX memory to copy your shellcode over to by using VirtualAlloc API which is heavily monitored by EDRs and can get you caught. Instead, the code will get embedded into the PE's .TEXT section which is executable by default as this is where the rest of your application's code resides.

Execution

Install mingw - I'm doing it via chocolatey pacakge manager:

choco install mingw

Create a simple C program that includes the shellcode. In my case, I'm simply adding 4 NOP instructions and prior to that, I am printing out the string spotless, so I can easily identify the shellcode location when debugging the program:

inline-shellcode.c
#include <Windows.h>
#include <stdio.h>
​
int main() {
	printf("spotless");
    asm(".byte 0x90,0x90,0x90,0x90\n\t"
		"ret\n\t");
	return 0;
}

Let's compile and link the code:

gcc -c .\inline-shellcode.c -o main.o; g++.exe .\main.o -o .\main.exe

Debugging the code via xdbg, we can see where the string spotless is going to be printed out and straight after it, we have the 4 NOP instructions:

References