Add DLL dir lookup

[Nidrax]

Is your feature request related to a problem? Please describe

Currently all the files, the exe and dlls are thrown together into the same directory on Windows build.

Describe the solution you'd like

Use SetDllDirectoryA to set a lookup subdirectory for the DLLs

Describe alternatives you've considered

No response

Additional context

No response

[Nidrax]

Can't be implemented, because SetDllDirectoryA only affects explicit LoadLibrary calls made from within running application code — it has no effect on import-linked DLLs (SDL2, freetype, etc.) because the Windows PE loader resolves those before any application code runs