The only thing that can be said is that if your application references external libraries (controls, for example, or a library to zip and unzip files, or a MVVM framework, or whatever), then you must ditribute these libraries along with your application.
If you have access to the source code of the library, and if its licence allows you to do so, you may instead include the source files of the library in your own project.
This would allow you to get rid of the reference to the library (dll); library objects will be compiled into your own executable, and you won't have to distribute external dlls anymore.
[Edit] Added from comment:
Microsoft Visual Studio 2015 Installer Projects[
^] would be a good place to start with :)
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