For the most part, your wine profile acts just like a real windows setup. Just copy the .dll file to the system32 directory. It should be detected automatically.
If, however, the .dll is one that wine has it's own built-in version of, and you want to force it to use the native one instead, you can run "winecfg" and change it. Just enter the .exe of your program in the "applications" tab, then with it highlighted switch to the "libraries" tab, and you can set up dll overrides for that application.
Note that there's no guarantee that any of this will work. Wine is perpetually under development, and many things still aren't completely emulated yet. Since this is a program you wrote yourself, I suggest seeing if you can remove the need for things like activeX from it entirely. And if you go that route, you might consider trying to rewrite it so that it uses winelib instead, so that it runs pretty much natively.