For example, main program is A.exe, but it is the loader and command line parser only. The code I want to examine is in the file A.res
I need to set breakpoint to CreateFileA and some other places in A.res, but how to do it when Olly loads A.exe ? Is there solution except to attach Olly to A.res manually ?

is a.res an executable if yes then ithink you can goto debug option(alt+o)-->events --->checkmark the break on new module

when olly breaks use find executable modules --->follow entry --->
analyze if you want your break points for next session too and set bpt or you can set bpt as it is olly will not remember it next time