There are two ways. Unfortunately, both require you to select (check the box) the items of interest in the Links dialog box, whether you want them or not.
The first way is to open the "Object Browser" window, and then select one of the libraries of interest from the "upper left" selector (usually the default). When you do this, the details panel at the very bottom of the Object Browser should show the full path to the DLL. (As a bonus, it will also be selected for copy / paste!)
The second way is to open the * .vbp file (Visual Basic Project) with Notepad (or another text editor) and find the Reference = entries. For the components used in Forms, you can also open * .frm files and look again for Reference = entries.
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