Add the files to your project. Mark the Build Action as Content and the Copy to local directory to Always. Then it will include the files with your deployment.
You can also check the Application Files dialog to see if they are there. And if the files have a file extension of XML or something that indicates data, you want to change the option from Include(Data) to Include or Include(Required). If you include a file as data, it is put in the DataDirectory after deployment.
- Select a data file in Solution Explorer.
- In the Properties window, change the Build Action property to the Content value
2. To mark files as data files
- With a project selected in Solution Explorer, on the Project menu, click Properties.
- Click the Publish tab.
- Click the Application Files button to open the Application Files dialog box.
- In the Application Files dialog box, select the file that you wish to mark as data.
- In the Publish Status field, select Data File from the drop-down list.
3. To mark files as prerequisites
- With a project selected in Solution Explorer, on the Project menu, click Properties.
- Click the Publish tab.
- Click the Application Files button to open the Application Files dialog box.
- In the Application Files dialog box, select the application assembly (.dll file) that you wish to mark as a prerequisite. Note that your application must have a reference to the application assembly in order for it to appear in the list.
- In the Publish Status field, select Prerequisite from the drop-down list.
Source: MSDN - How to: Specify Which Files Are Published by ClickOnce