In the case of VC++6 applications you will need to have the appropriate Microsoft C++ Runtime Library on your computer. Chances are you already do. To find out look in your system directory (win9x/me c:\windows\system, winnt/2k/xp c:\winnt\system32) for a file named 'msvcp60.dll'. If you have that then you're probably all set, but if it turns out still not to be enough then maybe you can poke around on microsoft's site. They might have the whole thing there for download.
The VB6 applications will typically include limited installs in order to distribute the necessary vm's and controls.