Recent builds of the editor have an option for staging “app local dependencies”, meaning that it will copy all the DLLs from a folder of your choosing to the output directory containing your executable. It’s in the project packaging settings menu, under the advanced section, and called “Applocal Prerequisites Directory”. If you have access to GitHub, you can point it at the Engine/Binaries/ThirdParty/AppLocalDependencies directory and have it include all the Visual C++ 2015 DLLs with your packaged game.
There are other dependencies needed to run UE4 on a clean machine (I’m pretty sure XInput1_3.dll is one, but there may be others), so we’re going to run some tests and try and get it filled out for a future release. It wouldn’t hurt to have a more obvious way of enabling it than having to manually point it at that directory, too. 