I'm here to assist you :)
Check your issues on GitHub.
delphivcl and delphifmx are extension modules, but we don't use Cython or distutils to compile it, because they are not C/C++. Therefore we share the final binaries onto the root folder.
You only need to copy the delphivcl/fmx folder to your final distribution folder. Using the pyinstaller script makes it easier.