How to include OpenGL extension loader in my project
GLAD is designed around you simply including it directly in your project. That's the point of it; it is easy to use because you don't have to deal with any external dependencies. No messy libraries or DLLs to generate. It's just another source/header file in your build process.

Furthermore, your code will (presumably) be written to expect GLAD generation with a specific OpenGL version and set of extensions. If you require the user to use GLAD to generate the file, you also have to tell them what version+extensions to use, or else your code won't compile. If you just ship the GLAD-generated files with your program, there's no chance of breakage (or at least, you could detect the breakage because your own build doesn't work anymore).