This is a possible duplicate to this question but the answer is not solving my problem...
Highly unlikely to ever work:
Windows uses a different file-format for executable files (and DLL's are essentially executable files - same for shared libraries in Linux). This means that relocation information and symbol linkage is different.
Even if you manage to load and relocate the DLL, you most likely will need many other DLL's (such as the compiler runtime and system runtime [kernel32.dll for example]) to actually run the application. And of course, those dependent files need to have a correct interface to work on Linux (see #3)
There's nothing stopping a Windows DLL from making system calls directly in the shared library - these won't work in Linux.
Your best choices are: