I am currently learning OpencL and am finding it somewhat difficult to understand how it actually works. I am using MinGW compiler with ATI APP SDK. When I run the target I
Yes you should distribute all non standard dll's with your application. You can either put it in the same folder as the application, this makes it easy to deinstall the application, just delete the folder. Or if you use an installer put it in the system folder (using the installer) of the target system. Usually a good installer should be able to determine the system target folder.
Windows will search the dll first in the executable path and then in the system path. As you can read here. So it usually makes no difference for your application where you put it in. Except the loading of your app will extend a little bit.