If you didnt use any library or external file, like a ini file, then all you need is the exe.
I fyou have used any library, then a config sys file is needed along with the dll, and any other external file used by the app, like an ini file..
Note that the configsys file is Conpact Framework dependant, meaning that if the dll used only target the cf 1.0 then you do not need it, but if any of them targets cf 2.0 then you will need the file (search the forum for .net cf 2.0 related threads).
In any of the above case, the target computer MUST have the targeted .Net Framework or .Net CompactFramework installed.
To create an Instalation package (self-extracting exe), see the setup builder 1.1 in the "Share Your Creations" Forum...