It sounds like you're describing a launcher?
Since an AGS game is just an .exe file (in the context of a launcher) this is not really a question about AGS, more one about creating a Win32 GUI app with a "run exe" button I guess.
Edit:
Creating a 2nd AGS game with sprites and GUIs to launch the actual game so you don't have to include the launcher resources into the main game sounds like bollocks to me so has to be a translation issue.
Since an AGS game is just an .exe file (in the context of a launcher) this is not really a question about AGS, more one about creating a Win32 GUI app with a "run exe" button I guess.
Edit:
Creating a 2nd AGS game with sprites and GUIs to launch the actual game so you don't have to include the launcher resources into the main game sounds like bollocks to me so has to be a translation issue.