Can't find a usable init.tcl in the following directories:

You see , Tkx, Tcl, relies on more files than one single dll, files like

C:\Tcl/lib/tcl8.5/init.tcl
C:\Tcl/lib/teapot/package/tcl/lib/BWidget1.8/init.tcl
....
[download]

So you would have to pack all 37Mb of C:\Tcl... it even relies on some registry entries

Maybe ActiveStates PerlApp has support for Tkx out of the box