When you develop any application in .net in Visual Studio using the FDO API you would normally reference the following dlls from your SDK bin directory.
However, when debugging/running the application, you need to have *all* the files from the SDK bin directory in the application's output directory, otherwise things will break.
You could create a post-build event to copy these required files, or alternatively you could do this:
Right click your project and choose Add - Existing Item
Browse to your directory that contains your FDO dlls, select everything and choose Add As Link
Create a "com" directory in your project, and repeat this process for the .sql files in the "com" directory.
Now these linked files are in your project. They should have a shortcut overlay to indicate they are linked files. Select all these linked files, and set the Copy to Output Directory property to Copy Always