[athlontado]

Esto nos pasa por no mirar la ayuda de Delphi .
Buscando dbExpress database applications:deploying, encontré lo siguiente:

 To deploy dbExpress applications as stand-alone executable files, the dbExpress object files must be statically linked into your executable. You do this by including the following DCUs, located in the lib directory:
 
 dbExpress deployment as stand-alone executable 
 Database unit	When to include
 dbExpINT	Applications connecting to InterBase databases
(...)
MidasLib	Required by dbExpress executables that use client datasets such as TClientDataSet

Note
(...)

If you are not deploying a stand-alone executable, you can deploy associated dbExpress drivers and DataSnap DLLs with your executable. The following table lists the appropriate DLLs and when to include them:
 
 dbExpress deployment with driver DLLs 
 Database DLL	When to deploy
(...)
dbexpint.dll	Applications connecting to InterBase databases
(...)
 Midas.dll	Required by database applications that use client datasets

Por lo que nos falta también midas.dll ... , ya que usas el componente TClientDataSet.

Si te sigue sin funcionar, dílo ...