This finds a sample library to use to demonstrate library loading problems:
The library has dependencies on other libraries. Normally, Mathematica will load the other libraries first. However, if you just try to load the calendar library directly (and you have not already used a calendar function) this load instruction will fail:
You can use to find out more about the error:
Windows does not give the names of dependent libraries that cannot be found. On other platforms this information is available.