Which dll your app depends on is something you can figure out with the dependency walker tool that used to come in every VS installation (now freeware)
Redistributables are packages which should be installed when deploying applications on clients pcs. Installers usually do this automatically (and often silently) to ensure that your application will have all its dependencies met.
So yes, you need to
A) figure out all the dependencies of your app B) figure out which packages you need and then deploy them alongside your app when installing it
That's why installers are so common in the win world