I did build it successfully from source. So just copying the bin folder is enough then. I wasn't sure because I've read that nuget is being used and I thought that maybe nuget was going to become the only way to install it properly. But if i can just copy the bin folder, than that's ok.
Thanks.
Nuget is just a tool integrated into the IDE that lets you manage dependencies easier (automatically downloads assemblies and adds them to your references so you don't have to set it up yourself). You don't have to use it, for most libraries (SharpDX included) all you need is to add the managed DLL(s) to your project references and you're good to go.