It would depend on what language was used to create the .DLL file. If you try to read and edit the code in the .DLL file (known as Reverse Engineering) this would certainly break the license agreement you have with the vendor of the original software. It would most probably be illegal. It would certainly be unprofessional.

To take raw code from a .DLL file, disassemble it and try to edit it would be almost impossible to do and most likely not worth the time.

The best approach would be to contact the vendor of the software and see if they have a version of the file for Linux - this may be the best way to go. Perhaps they would agree to exchange the Windows version you purchased for a Linux version.

Alan