DLLs in Windows operating systems

ActiveX Controls (.ocx) files
An example of an ActiveX control is a calendar control that lets you select a date from a calendar.
Control Panel (.cpl) files
An example of a .cpl file is an item that is located in Control Panel. Each item is a specialized DLL.

Device driver (.drv) files
An example of a device driver is a printer driver that controls the printing to a printer.”
let us make this some more clearer than microsoft defination ” A dynamic link library (DLL) is a collection of small programs, any of which can be called when needed by a larger program that is running in the computer. The small program that lets the larger program communicate with a specific device such as a printer or scanner is often packaged as a DLL program (usually referred to as a DLL file). DLL files that support specific device operation are known as device driver.”