An assembly is .NET’s “minimum unit of deployment”. Usually an assembly corresponds to a single file, but it doesn’t have to – you can have multiple files, with one of them being the master which knows where all the other bits are.
Single-file assemblies are usually DLLs or EXE files. If you’ve got a normal class library and you just want to send it to the other side, the DLL is what you want. I’d only worry about more complicated scenarios as and when you run into them 🙂