> If it's a dll that's not loaded through a require, but from one dll to another - like the lua ssl library loads the openSSL ones (libssl32.dll)

In this manual the task is to create standalone distro so everything what normally goes to OS PATH goes in Lua's \bin directory in this case. This means if you copy this c:\work\lua folder on the freshly installed Windows it will run out of the box. And that's cool.