With Irrlicht being a dynamic library by default, the most important step is to bundle Irrlicht.dll with your application. Irrlicht.dll and your executable have to be in the same folder. In any other case, when the user starts the application, he or she will get an error message.
If you used Visual Studio to compile your application, the user will need the Visual C++ Redistributable depending on the version number you used.
Note
Here are the links for those redistributables:
Visual C++ 2005 Redistributable: http://www.microsoft.com/downloads/en/details.aspx?familyid=32bc1bee-a3f9-4c13-9c99-220b62a191ee&displaylang=en
Visual C++ 2008 Redistributable: http://www.microsoft.com/downloads/details.aspx?FamilyID=9b2da534-3e03-4391-8a4d-074b9f2bc1bf&displayLang=de
Visual C++ 2010: Redistributable: http://www.microsoft.com/downloads/en/details.aspx?familyid=A7B7A05E-6DE6-4D3A-A423-37BF0912DB84&displaylang=en
If this redistributable is not installed and the application is launched nevertheless the application just grays out and the user receives an error message. You don't need any redistributables if you used the combination CodeBlocks with MingW as your IDE and compiler.
Although installers have received some flak in the PC world, it is still recommended to create installers for bigger projects. Installers also have the advantage to bundle additional dependencies such as the Visual C++ redistributable package.
Note
InnoSetup (http://www.jrsoftware.org/isinfo.php) lets you create an all-in-one installer executable file using a descriptive language that is very similar to INI files. InnoSetup also supports a scripting language that has similarities to Pascal and Delphi.
WixEdit (http://wixedit.sourceforge.net/) is a setup creator as well and its handling is not unlike InnoSetup. The difference is that WixEdit creates MSI files and needs XML instead of INI files for its input.