That isn't a java or jni question.
There is nothing magic in java/jni that allows/prevents that.
You should create a test app that has no java/jni in it and figure out how to dynamically load a dll (presumably what you are doing.) A windows programming site can help with specifics.
As a suggestion I would suggest that you do the following since it will help debugging problems.
1. Determine the fully qualified path to the dll
2. Use that
3. If the dll fails to load then report that fully qualified path.