Uses d3dcompiler_43.dll, which is probably on your machine. (d3dcompiler_46.dll will work as well if you have the Win8 SDK.)

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I have Windows 7 Home premium and this DLL is absent in my system.

Try updating your DirectX.

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Why this particular "exotic" library is so necessary?

The question is: Why don't just include this stupid "dll" with the program? I think it is possible in a way or another.

    dll [d3dcompiler_46 D3DCompile]    

[numthreads(32, 32, 1)]
void cs0_Main( uint3 gId  : SV_GroupID,
               uint3 dtId : SV_DispatchThreadID,
               uint3 gtId : SV_GroupThreadID,
               uint  gI   : SV_GroupIndex ) {

// First convert 2D space into into 3D ray direction:

  // screen coords 16:10 ratio, square pixels, centered
  float sx = -1.60 + 3.2 * (float)dtId.x / (float)XRES;
  float sy = -1.00 + 2.0 * (float)dtId.y / (float)YRES;

  // bend rays (fish eye)
  float r2 = sx*sx*0.32f + sy*sy;
  float tt = (7.0f-sqrt(37.5f-11.5f*r2))/(r2+1.0f);
  float dx = sx*tt;
  float dy = sy*tt;

  float3 v = float3( dx * 0.955336f + 0.29552f, dy, 0.955336f - dx * 0.29552f );

// choose camera position
//  float3 p = float3( 0.195, 0.5, 0.0 );
  float3 p = pos;


// Intersect the view ray using raymarching.
#define MAX_DIST 4.0
#define MIN_DIST 0.0001

  float totalD = 0.0, D = 3.4e38, extraD = 0.0, lastD;
  int steps;
  int max_steps = 128;
  for (steps=0; steps<max_steps; steps++) {
    lastD = D;
    D = DE(p + totalD * normalize(v));

    // Overstepping: have we jumped too far? Cancel last step.
    if (extraD > 0.0 && D < extraD) {
      totalD -= extraD;
      extraD = 0.0;
      D = 3.4e38;
      steps--;
      continue;
    }
    if (D < MIN_DIST || D > MAX_DIST) break;
    totalD += D;

    // Overstepping is based on the optimal length of the last step.
    totalD += extraD = 0.096 * D*(D+extraD)/lastD;
  }
  p += totalD * normalize(v);

// diagnostic coloring of surface

  float3 color = float3(0,0,0);
  float dC = float(steps)/float(max_steps);

  // We've got a hit or we're not sure.
  if (D < MAX_DIST) {
    color = lerp(float3(0,1,0),float3(1,0,1),dC);

    // We've gone through all steps, but we haven't hit anything.
    if (D > MIN_DIST) {
      color = float3(1.0,1.0,1.0);
    }
  }

  output[dtId.xy] = float4(color,1);
}    

float cyl(float3 p, float r, float c) {
    return max(length(p.xz)-r, abs(p.y)-c);
}

float DE(float3 p) { return cly(p,1.0,1.3); }