DLL is short for Dynamic Link Library words. The DLL is part of a compiled program, but it is not a stand-alone program! This is only a binary file with the extension .dll.
The idea behind DLLs was to create subroutines. It consisted in dividing the code into smaller fragments and placing them - just in DLL libraries. Thanks to this, some code in one library can be used in many other programs, without the need to duplicate the code.
The downside of using DLLs is often their incompatibility. Well, frequently installed applications overwrite DLL libraries, different conflicts arise, differences in library versions. Sometimes, even DLLs that are not used at all on the disk, are left over from various applications that have not deleted these libraries.
On UNIX systems there are also libraries - equivalents of DLLs that have the .so extension.
Video - What is DLL
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