Is it true for application that are installed by "dragging" into the Applications folder, it can be copied to other Mac?
Apps that are installed through disk images that simply ask you to drag the app file into your Applications folder usually create all of the files it needs to run (i.e. preferences, miscellaneous plists, cache files, etc.) on your first run.  So, yes, these kinds of applications can be copied to other Macs without a problem (unless, of course, that application requires a license and the license is asked for on first run and stored in a plist).

Apps that use Installer.app (.pkg files, usually) are different in that they have a bundle of files that they need to install in order to run (like Office for Mac).  Note that they, too, can create plists and preferences on first run, also.  You can see what .pkg files install by opening their Package Contents.  So, you are right, usually the apps that use .pkg files can't be run on their .app alone (you can't just copy Word.app to another Mac and expect it to work; certain frameworks need to be installed so that it can work).

In the specific case of your VLC download, which does not use a .pkg file should run just fine when copied.