Опыт есть маааленький.
С первого раза все получилось. Т.е. не совсем с первого, но ...
readme.txt

Just copy fbembed.dll into the directory with your
application. Then rename it to either fbclient.dll or
gds32.dll depending on your database connectivity software.
Then start your application and it will use the embedded
server as a client library and will be able to access
local datasases. You should also copy firebird.msg and
firebird.conf (if necessary) to the same directory.

If external libraries are required for your application,
then you should have them separately. Most probably, it
will be INTL support (fbintl.dll) or UDF libraries. To
be able to use them, you should place them into the
directory tree which emulates the Firebird server one,
i.e. has subdirectories like /intl or /udf. Then open
your firebird.conf and set RootDirectory to the
aforementioned directory tree. Example:

/my_app/app.exe
/my_app/gds32.dll
/my_app/firebird.conf
/my_app/fb/firebird.msg
/my_app/fb/intl/fbintl.dll
/my_app/fb/udf/fbudf.dll

firebird.conf:
RootDirectory = /my_app/fb
end readme.txt

Для подключения с win1251 необходимо: /my_app/fb/intl/fbintl.dll
А вообще, лучше именно весь набор(см. выше my_app) ставить с exe'шником

С уважением, Denis Uskov

Не знаю кто сколько ... убил, но:
fbembed.dll -> gds32.dll
работает почти сразу, но без WIN1251
добавляем ПОЛНЫЙ путь в firebird.conf (по примеру Dnico), и копируем файлы. ВСЕ работает сразу!

С уважением, Denis Uskov