It depends what type of db you are connecting to.
But, if everything is up-to-date on the developing machine, then distributing an App. that uses ADO/Jet or DAO/Jet should have no problem - I do it often enough, and that on new machines with nothing else installed except W98,ME or a NT series.
The MDAC and the Jet Sevice packs - if Jet is used - should always be included on your distribution CD - or should I say: It's almost a must - if you are using ADO/DAO. But it doesn't always need to be included in the Installation program.
Then if a problem arises, you're set to go.
In many cases the client PC will have some Office items, or be using 2k/Xp OS, and will have the needed files.