A DLL contains native code for Windows machines, so you have to run on a Windows server. To use code from the DLL you will need to use Java Native Interface either directly or through a library. See this stackoverflow question for more information:
It also depends whether the DLL contains compiled C, C++ or .NET code.
Maybe someone else has written a Java wrapper for the DLL already? That would be the easiest way to use it.
Write a command line application. The JVM does not support interaction with dll's, which are a windows specific thing.