by: Jay Geater, Chief Technology Writer. Did someone email you a DLL file and you're not sure how to open it? Maybe you have found a DLL file on your computer and wondering what it's for? Windows might tell you that you can't open it, or in the worst case, you might encounter a DLL file related error message. Before you can open a DLL file, you'll need to figure out what kind of file the DLL file extension refers to.