Should I distribute any Executables/Shared Objects/DLLs with a PyCLIPS based Application?

The short answer: not really, you only have to distribute the PyCLIPS module for the target architecture. Apart from other libraries or modules needed by your application, of course.

The long answer: PyCLIPS is a self-contained module. When it is compiled, it also recompiles the entire CLIPS library to fit into the module, using appropriate parameters and compile options. The resulting module can be distributed in binary form (even though you will have to make some considerations about the license) for the architecture that you intend to support. So you don't need to include a CLIPS executable of whatever type, or a CLIPS DLL: the library is hard compiled into the module from scratch.