The Framework you build with (4.6.1) has to be installed on the client (GAC) to run. Standard with normal Windows client/server.
If you want to embed the DLL in your EXE, have a look at Embedding DLLs in a compiled executable.
I highly recommend to use Costura.Fody - by far the best and easiest
way to embed resources in your assembly. It's available as NuGet
package.
Install-Package Costura.Fody
After adding it to the project, it will automatically embed all
references that are copied to the output directory into your main
assembly. You might want to clean the embedded files by adding a
target to your project:
Install-CleanReferencesTarget