I am very much interested in ILNUmerics and would like to try the free version, but I am having troubles.
I have started with a console application and was trying to
Two options:
1) Make sure, all binaries are accesible as intended: ILNumerics uses AnyCPU targets and chooses the platform dependend subfolder by adding the "bin32" / "bin64" directories to the PATH envoronment variable on startup. Possibly there is something failing on your machine? You can make sure by placing the correct binaries (depending on your platform) directly into the output path manually.
2) In case the error persists: mkl_custom.dll depends on some other dlls itself. One (libiomp5md.dll) is delivered with the ILNumerics nuget package. Others are expected to exist on your system: KERNEL32.DLL and MSVCR110.DLL. Make sure, you have these! If the kernel dll was missing -> call it a miracle and reinstall your system. If the msvcr110 is missing -> go here and install the "Visual C++ Redistributable for Visual Studio 2012".
In case the problem persists, you may file a bug on the ILNumerics bugtracker, because, the runtime should be there, as you wrote you are using VS2012. Possibly it is a versioning problem though.
EDIT: Since version 4.0 ILNumerics does not deploy the native binaries in bin32/ bin64/ subfolder anymore but installs all native dependencies systemwide into the GAC and System32/WOW folders. The old scheme will still work (for compatibility with old projects) though. But it is not necessary anymore to deal with any dependancies for ILNumerics explicitly. They should simply be found at runtime.