Microsoft Windows has remained a touch above in the aspect of the complexity of usage and function compared to its other peers in the space. However, this tradeoff leads to a wider range of applications and more customizability and potential for innovation from the end-user of the software.
Dynamic Link Library or DLL files are one of the primary drivers of all software-related operations in Windows. A Dynamic-link library file aims to harmonise and ease the burden of programming different functions to perform similar tasks. They aim to modularise code into different units, creating independent libraries. Any software can utilise this library to conduct that specific function. This also leads to more efficient computer memory usage and reduces any bloat in the system, as the library would be made from a specialisation point of view, would be very lean, and optimised well.
These files mostly aim to provide a mechanism as part of an API ( Application Programming Interface) so that applications installed can easily interface with other pieces of software and hardware to achieve tasks. An easy example would be the DLL files of the XInput API in the latest version of Microsoft Windows 10 that enables developers to program the capability in their software so that an external peripheral such as a game-pad, controller, steering wheel, or joystick can easily and seamlessly connect to the computer, and enhance the experience of the end-user.
But that's just not it. Another example of how critical DLL files are is the DirectX API. This function aims to provide a way for applications to talk to the Central Processing Unit about rendering objects. A very simple albeit mildly inaccurate analogy is that it helps translate computer codes into actual rendered pictures on the display of your choice. Advancements like this are the reason why Graphical User Interfaces (GUIs) have become so commonplace. Graphics such as icons and taskbars are much easier to understand, comprehend, and use than a code-based Operating System like Microsoft-DOS (Disk Operating System).
Suppose these facts are making you want to explore this highly technical avenue. In that case, DLLs can be compiled or recompiled by Visual C++ on Windows, enabling one to look under the hood and attempt to examine and analyse all the code down to the nitty-gritty. Another interesting feature about DLLs is that their way of working is basically creating "dependencies". A specific DLL may deal with rendering, or interfacing, or some other calculation. Any sort of program, or to be more specific, an executable, can utilise a DLL to perform a unique function that may be achieved only by the DLL or interface with other hardware pieces such as the system's graphics processing unit.
However, as with many things in life, DLLs can not do everything by themselves; they are unusable and cannot perform any function without the presence of a host executable that can leverage their purpose.
So, as you can see, these files play a huge part in keeping your system running and helping developers create new experiences for all to enjoy.