My Deep Respect for you Victor , every time you do your best to answer my questions...
and Kindly I have one idea I want to discuss , Some saying copy the file *.DLL and keep it with working folder of project .. is is it correct , kindly explain the concept .. and I would like if Igor share us his effective viewpoints also..
Well, the concept is extremely simple: you need to ensure your dll loads fine.
This is guaranteed by placing it to one of the folders where system loader typically looks up in. As you can see, the lookup typically starts in "The directory from which the application loaded", which means the folder where your EXE resides. This is what you should've been advised first with. The current directory (by what "working folder of project" was meant, I suspect) is a less reliable option as you can see. A good option is system32 directory, but in your case, as far as I understand, the 32-bit DLL was placed to a 64-bit folder (and what actually the article proposed by Victor is really about).
Can I combine DLL file with my Project .. because if I run the *.exe file the *.DLL file will be included with the *.exe file..
I'm not sure what this is about. You mean development time? Or this is about deploying your Project to target machine?
If development time is meant, than you just place the dll to one of the folders the article mentions. If deployment time is meant, Victor's note about setup appears absolutely correct. You cannot natively combine DLL and EXE, and should not do that any other (non-native) way as this just complicates the whole situation while providing a really miniscule benefit.