But what do you mean your "engine is a DLL" and you use SDL? Do you mean you are using sdl.dll? Or you yourself have written a DLL that is a part of your game?

If you''ve used SDL and your program is generally cross platform friendly, then you can use the Linux version of SDL under Linux. Did you follow SDL''s guidelines for keeping your SDL app portable? Of course you still need to recompile your own code, but the SDL end of it should be ok.