What .dll does it say it's missing? First I've heard of an issue like this.
Are you running it via a zip download, or through the itch desktop app?
The java / .jar version requires that you already have at least Java 7+ installed on your machine (https://www.java.com/en/download/)
Another suggestion: If it's crashing on launch, make sure your video card supports OpenGL, and that your video card drivers are up to date.