The Command Line tool allows to find quickly which .dll are loaded.
- Go to Start Menu and type
cmd.exe
- Execute
cmd.exe
with Run as administrator - Type
tasklist -m

If you are looking for a particular process, there is a filter option -fi
where imagename eq mmc.exe

If you want to have all options available, type TASKLIST /?

Find the function calls for .dll | .exe
If you are curious, you can explore the functions and calls used by a .dll file or .exe with Dependency Walker. “Dependency Walker is part of several Microsoft products, such as Visual Studio, Visual C++, Visual Basic, Windows 2000/XP/2003 support tools, etc.“
You just need to point to the file you want (CTRL+O
):

Hope this helps!