When I build a solution on my build server it generates a binaries folder and then later on copies these binaries to the final output folder. In my case some of the third party
In some cases you need assemblies that you don't have as references to be copied, if that's the case see: Visual Studio Package build and DLLs in private bin path
If the above is not the case, check that all references you want copied have the property Copy Local: True.