Distribute a program compiled with MinGW g++

libstdc++6.dll is the C++ standard library, like you said.

libwinpthread-1.dll is for C++11 threading support. MinGW-W64 has two possible thread variants: Either use the native Windows functions like CreateThread, but C++11 stuff like std::thread won´t be available then; or include this library and use the C++11 classes (too).
Note that to switch the thread model, you´ll need to reinstall MinGW. Just removing the DLL and not using the C++11 stuff won´t work, the DLL will be required nonetheless with your current install.

libgcc_s_seh-1.dll is something about C++ exception handling.

Yes, it should be sufficient to deliver the DLLs too
(or use static linking and deliver only your program file).

For complicated projects where you're not exactly sure which DLL files need to be included to distribute your application, I made a handy dandy Bash script (for MSYS2 shells) that can tell you exactly what DLL files you need to include. It relies on the Dependency Walker binary.

#!/usr/bin/sh

depends_bin="depends.exe"
target="./build/main.exe" # Or wherever your binary is
temp_file=$(mktemp)
output="dll_list.txt"

MSYS2_ARG_CONV_EXCL="*" `cygpath -w $depends_bin` /c /oc:`cygpath -w $temp_file` `cygpath -w $target`
cat $temp_file | cut -d , -f 2 | grep mingw32 > $output

rm $temp_file

Note that this script would need to be modified slightly for use in regular MSYS (the MSYS2_ARG_CONV_EXCL and cygpath directives in particular). This script also assumes your MinGW DLL files are located in a path which contains MinGW.

You could potentially even use this script to automatically copy the DLL files in question into your build directory as part of an automatic deploy system.

I used ntldd to get a list of dependencies. https://github.com/LRN/ntldd I'm using msys2 so i just installed it with pacman. Use that and then copy all the needed dependencies

You may like to add the options -static-libgcc and -static-libstdc++ to link the C and C++ standard libraries statically and thus remove the need to carry around any separate copies of those.