Short answer: "No"
This is not a download, but an internal dynamic library format, such as expected entry points. Each operating system supports its own format. Therefore, this will not work.
- DLL is a PE executable (like exe for windows)
- .so ELF ( Linux/Unix).
Linux PE- Wine, Wine DLL. , , , .
Windows ELF cygwin, , coff (, Unix ELF). DJGPP .