Copying the DLL files is a valid path. You most likely were attempting this using the DEBUG build. NEVER distribute the DEBUG build because the C++ runtime for DEBUG is not redistributable, meaning it is illegal to distribute DEBUG builds.
Next time create your RELEASE build, then copy to an "empty" Windows PC and then test it. How? In that empty PC, install Dependency Walker. It will tell you which DLL's are missing. Now just copy those along with the EXE and that should be it.