In order to run VB 6 applications (even when compiled to an EXE), your clients will have to have the VB 6 runtime installed on their machines. You can download the latest version here and install it manually for testing purposes, but don't try and roll out an application like that.
If your version of VB 6 didn't come with the Setup and Deployment Wizard (I thought they all did?), then you should look into creating your own installer package using third-party tools.
I highly recommend Inno Setup, which is completely free and works great for VB 6 applications. I've used it many times myself. The website even provides specific instructions for creating an installer for a VB 6 application. It creates a single EXE that contains your installer--just double-click it and go!
But there are many other options to create your own installer. The important thing is that you definitely want to create an installer to automate the process of installing the support files. Trying to toss a few files into the system folders here and there yourself is a terrible idea, very prone to error and resulting in a lot of support calls from your customers.