<p>Is it possible to receive DllMain like notifications about thread attach/detach in stand-alone exe without using any extra dlls?</p>

<p><strong>Edit:</strong> This is just a theoretical question that has to do with some testing I'm doing. not a real life situation.</p>

There is no external code that runs on the thread and loads the executable, hence no thread attach/detach notifications [1]. The code in the executable usualy control the threading [2].
If you describe your scenario, people might be able to give you some ideas how to achieve it.
[1] Well, most of the time. It is possible to load an executable in another process, but people don't do it usually.
[2] There are certain exceptions where the threading model and the threads are created by the OS, instead of the executable code. These are mostly related to COM/RPC.