If you build a DSL and deploy it on a different machine by double-clicking on a VSIX, everything should be fine, except that you will get warnings "Cannot find a schema..." each time you open an instance of your DSL. This is because the XML schema file generated by the DSL tools cannot be deployed with a VSIX yet
The 3 following cannot be deployed with a VSIX, in fact:
Since these cannot be achieved with a VSIX, you will need to create an MSI (setup file) that can do these things, and can have the VSIX embedded within it.
This is not too difficult to do, and is explained in details in the Chapter 5 of the DslToolsLab (http://code.msdn.microsoft.com/DSLToolsLab/Release/ProjectReleases.aspx?ReleaseId=4207) in the paragraph "Deploying the VSIX in an MSI"