That all depends...Is it a COM (ActiveX) DLL, or a standard DLL?
A COM DLL can be looked at by simply adding it as a reference in a project, and then opening the Object Browser to look at it. With a standard DLL, on the other hand, you must rely on either source code, or docs to know what's in them.
Laugh, and the world laughs with you. Cry, and you just water down your vodka.