[NumLock]

LoadLibrary
Return Values
If the function succeeds, the return value is a handle to the module.
If the function fails, the return value is NULL. To get extended error information, call GetLastError.

Код:

var
  h: THandle;
begin
  h:=LoadLibrary('dll.dll');
  if h=0 then ShowMessage(SysErrorMessage(GetLastError));
end;