References are links to external programs (EXE's/DLL's/etc), and those external programs are not imported into your project (which is good, as some of them are hundreds of megabytes, and other reasons too).

In order for References to work, the relevant external program (which may be just a single file, or a whole package) needs to be installed on that computer.

How you could/should install them depends on what References you use in your project.