No dll are files with dll as an extention (e.g. lang001.dll) and you put that in the main folder. If you don't the download will not function properly.
When you for example download a building, you will get a zip-file. When you unzip the file it will leave you with (most of the time) two files.
1) a ztd-file (which is the building itself)
2) a dll-file (which makes the building functional)
The ztd-file you will have to upload (move) into the above mentioned (dl)updates folder and the dll-file you will have to upload (move) into the main Zoo Tycoon folder.
Does this help in anyway??