Ubuntu Equivalent of portable executable file

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http://askubuntu.com – I am developing an application which had some dependency and for that i use external tools. One example is that i use putty's commandline tool plink.exe to telnet/ssh remote machine from java program. Now when i switch to ubuntu, for that there is a utility sshpass that does the same for me. Now the problem is sshpass is not already installed and before it is installed, my program will not work. In windows, if something is not there, i can package portable executable in my program e.g this plink.exe and use it at run time to do the job. Now in ubuntu, i want to know is there any way that (HowTos)