You don't.
DLL files contain subprograms with repetetive, proprietary or just code that has been segregated for the programmer convenience. If a programmer is to use or link into the code, then they need to know how and what happens. DLLs have no entry or exit by way of just "running" it as an executable.
In a simple example, I may have a program that adds one to the previous result and stops when it hits 100. In Basic language it would be something like:
ICount = 0
For Icount = 1 to 100
Icount = Icount +1
End loop
end
If I wanted to share this but not disclose what it does, I could write it as a subprogram
Function Looper (Count)
ICount = 0
For Icount = 1 to 100
Icount = Icount +1
End loop
End Function
By telling people that Looper(count) will count to 100, I can buuild it and store it in a DLL and the DLL can be reference by others for use. That way the code is less disk space and sharable for common usages. It also lets me change the DLL and fix a bug with out having to rebuild everyones program.
It make computing a bit more modular. All the complex tasks are done in DLLS and referenced. The cursor moves because of some DLL...people can write programs to move the cursor by calling the routines in that DLL and linking to it.
But you don;t execute or run the DLL to move the cursor by itself, that would not make sense in this context