The Creating custom shaders with DGSL tutorial did not work. When running in a VM (VMware Workstation 14.0) D3D11CreateDevice() failed with 887A0004 "feature level not supported". The app presented a blank window and eventually timed out when run natively, even though the system supports DirectX 12.0. The DirectX details can be found by running "dxdiag".
FIXED: I needed to copy the .DDS and .CSO files as well as the .EXE. The release build of the custom shader tutorial then ran natively.
The .DGSL file is a machine-generated XML intermediate file. It is generated by the DGSL editor in Visual Studio.