Aren't Windows DLLs roughly analogous to Linux library packages?
In most cases yes. On Windows you can install the library to the "System32" and access it from anywhere.
But since most software in Windows is installed not from "repository" but from some random places instead, "DLL hell" may come.
Modern Windows uses "side-by-side" (WinSxS) technology to fix that.
But some apps just bundle dlls not to pollute OS with their dependencies.
In **nix world people install software from the repository, so all apps share the same versions of their libraries.