On Linux traditionally many program share the same shared libraries - which can decrease the size of a linux installation to 10% and less. ...and it is deemed to be a potential security problem if one picks up .dll files that are just lying around somewhere (search for dll injection for details).
But there is a variable named LD_LIBRARY_PATH that
tells the dynamic library loader where to search for libraries.
See
https://stackoverflow.com/questions/13428910/how-to-set-the-environmental-variable-ld-library-path-in-linux
for details.
Kind regards,
Gunter