No. DLL's, from what I've read (I haven't used them yet), are deceptively easy to use. Once you've gotten that first bit of code that you pasted written, for loading the DLL, you use the functions that you've loaded just as if they were defined in your source code and not in the DLL. The DLLClass thing you're looking at is, I'm guessing, a class written by some third party in order to make DLL loading/using easier - however, if you want to know how to REALLY use dll's, I suggest you read up on them. It's fairly easy, and you seem to be a fast learner.
I found this link earlier today (I got sort of curious). It seems to be a decent tutorial that gets you off the ground, even if it doesn't explain how things work in detail.