I think you are confused between what linking and DLL loading are. They are different things. Linking is a step done during program development on object code

I think you are confused between what linking and DLL loading are. They are different things. Linking is a step done during program development on object code by a compiler toolchain program to produce an executable. DLL loading is a step done by the OS on a user's machine at runtime to load an executable. Most non-developer Windows user machines will not even have a linker installed on the system.