Distributing install packages with dlls & OCX

Could some one point me in the direction of detailed:confused information regarding distributing installation files.
I want to generate an install file for a project that includes multiple dlls and OCXs.
Can all the dlls and ocxs be included in the package; or is there a need to first install these on the target PC. Are there any limitations here?
Is it important where the included dll and OCX reside are the PC the package is generated on??

Many Thanks from Mr.Confused!:confused:

Please read Installation Problems this should help a bit.