You need to know what DLLs your program depends on and provide them to your users if they don't have them.
Use a program like
Dependency Walker (
http://www.dependencywalker.com/) or
pedump (
http://www.wheaty.net/downloads.htm) to see what DLLs your program requires to use.
If you can't find the DLLs in
\Windows\system32 or
\Windows\SysWOW64 then you need to give your users a copy (if legal) or link them to a copy (otherwise).
Put your program's executable in a directory and all the DLLs you plan to distribute with it.
For this example, we'll pretend your real name is Nikolai, and you've written the next killer pong game - ping-pong - using SFML.
Your directory structure might look like this:
C:\Users\Nikolai\prog\ping-pong\release\ping-pong
images\
libsndfile-1.dll
openal32.dll
ping-pong.exe
README.txt
sfml-audio-2.dll
sfml-graphics-2.dll
sfml-system-2.dll
sfml-window-2.dll
C:\Users\Nokolai\prog\ping-pong\release\ping-pong\images
title.png
numbers.png
paddles.png
ball.png
Your next step is to decide how to distribute it. The simplest solution is to simply zip it up.
cd \Users\Nikolai\prog\ping-pong\release
zip -r ping-pong.zip ping-pong
Now you can simply give your friends
ping-pong.zip and they can unzip it somewhere on their system and play. (Or complain that you missed a DLL, in which case you'll have to add the missing DLL and zip it all again.)
A nicer solution is to use a nice installer like
Inno Setup (
http://www.jrsoftware.org/) to package your program into a standard EXE that your friends can use to install and uninstall your program.
Hope this helps.