Not exactly sure what your issues is, as you have stated, the application you have created runs in the .NET Framework also know as the CLR (common language runtime). This is true for any managed language where you have a runtime environment that translates and runs your bytecode into machine code (for example java). Even unmanaged languages have extra requirements around all the libraries that have to be installed on the system. For example in C/C++ there are a number of libraries (dealing with streams, consols, standard library, stl, network sockets, input/output etc) that have to be installed on a system (although most of these are installed by default on windows).
Hope this helps.