It depends on what the software is.
Since you don't mention it, it is impossible to give you a concrete answer, in general, it is possible to include the dependencies that are usually .dll files together with the executable, but this depends on many factors.
As far as I know, it is not mandatory for games to be portable, but if they need to install dependencies, they will be more complicated to use and you need to define the manifest and leave good documentation so that people do not have problems.