There are some visualizations files that comes as .dll files, they would often come from installation program, however, some doesn't.
Applying .dll visualization is easy, so don't get lost!
First thing is you must locate the Visualizations folder, it's C:\Program Files\Windows Media Player\Visualizations or C:\Program Files (x86)\Windows Media Player\Visualizations.
You must copy and paste the .dll file there, and now you must open Command Prompt as Administrator.
Once you have opened, you should type regsvr32 "C:\Program Files\Windows Media Player\Visualizations\[FILE NAME HERE]" and hit enter.
Now you should have successfully applied a .dll visualization!