are you sure you have all the dll's used by the libpq ? Zeos uses this library to connect to postgresql DB. If you are not sure what files are needed just open pgAdmin directory (I'm sure you have it if you work with PostgreSQL) or from the Postgresql subdirectory named "bin".
Just copy following files to your application directory:
iconv.dll
libeay32.dll
libiconv-2.dll
libintl-8.dll
libpq.dll
libxml2.dll
libxslt.dll
ssleay32.dll
zlib1.dll