Following the guidelines from the following link, you can create a script tool from an executable . . http://resources.arcgis.com/en/help/arcobjects-net/conceptualhelp/index.html#//0001000003t6000000
The project that I tested this with, is a simple console application that just uses the geoprocessing tool "CopyFeatures". It runs successfully and I was able to create a script from the .exe file. However, when I attempt to create the .gpk file from the result, I get the message "General function failure ERROR 999999: Error executing function."
I can't seem to create a geoprocessing package from even the simplest console application.