This chunk (from 'src/mod_bruby/mod_bruby.cpp' in the exerb-3.2.0
distribution) would seem suggestive:

static VALUE
mod_bruby_load_code(const char *code, const DWORD size, const char *filename)
{
	::rb_raise(rb_eLoadError, "not implemented");
	return Qnil;
}

So I think that the bruby hooks may indeed be unfinished. 

In general, while I've used Exerb on a number of projects and found it
to be very convenient for simple distributions of Ruby apps, it lacks
a number of features that an ideal packaging tool would have for my
uses.

What *I* really want is just a quick way to statically link a set of
extensions into a custom Ruby interpreter. Ideally, it would also
include an arbitrary chunk of Ruby code (either as a node tree, or
just a constant C string) to be evaluated at startup. I don't need
obfuscation, just convenient packaging.

If I had the time to work on it right now, I'd probably be hacking
something up to do just that; as it is, though, all I can do is
complain and hope someone else will do it first.

Lennon