As you know, windows can do lots of things. Manage hardware, run programs, display icons. Much of these functions are carried out by DLL files. DLLs (Dynamic Linked Libraries) store functions, so other programs can access them. The advantage of using DLLs is that the same file can be accessed at the same time by different programs. The functions stored in the windows DLLs are called Windows API.

In fact, windows relies on DLLs so heavily, that most of the crashes you have on your computer are caused by DLLs failing ( you look in the details section!)