When you compile C# code to a .exe, it is compiled to Common Intermediate Language(CIL) bytecode. Whenever you run a CIL executable it is executed on Microsofts Common Language Runtime(CLR) virtual machine. So no, it is not possible to include the VM withing your .NET executable file. You must have the .NET runtime installed on any client machines where your program will be running.
To answer your second question, .NET is a framework, in that it is a set of libraries, compilers and VM that is not language specific. So you can code on the .NET framework in C#, VB, C++ and any other languages which have a .NET compiler.
https://bitbucket.org/brianritchie/wiki/wiki/.NET%20Languages
The above page has a listing of languages which have .NET versions, as well as links to their pages.