The pre-compiled SftpWinFormClient.exe is compiled for .NET Framework 4.6. Is this (or later 4.x version) available on customer's PC? It looks like this particular error occurs when there's a version mismatch. See Method not found: '!!0[] System.Array.Empty()' on StackOverflow for details.
Alternatively, recompile the sample application yourself for .NET Framework 4.0. This will produce an executable that runs on all versions of .NET Framework 4.x.