A Dynamic Link Library (DLL) is a toolbox that programs use to perform tasks. The legitimate file is called steam_api.dll . It acts as the bridge between the game and the Steam client. It tells the game: "Is the user logged in? Do they own this license? Unlock the gates."

This is the safest way to restore missing files without downloading potentially dangerous DLLs from third-party sites. Open and go to your Library . Right-click Age of Empires II and select Properties . Navigate to the Installed Files (or Local Files) tab.