AdvancedHMI is not really designed to be compatible with WPF. The controls are all WinForms controls. When you try to run your WPF app, it is unable to find all of the controls, therefore giving you the missing components message.
If you are able to run it within Visual Studio, then the best option is to deploy it based on our recommended deployment method, which is to copy the complete solution to the target machine and create a shortcut to the \bin\debug\AdvancedHMI.exe file or the executable of the project you added. This seems like a lot to copy, but it serves multiple purposes. One is that it guarantees compliance with the license and the other is to make sure that someone else in the future that comes along will be able to get the full solution from the machine even if the developer is long gone or no one knows what happened to the code.