Only use dynamic linking for calling C++ from a safer language (prototypes, tools and hobby development) or abstracting away the hardware (can't statically link to graphics drivers and operating system). Scripts or configuration files are used for custom content, because you don't want third-party DLL running on the player's computer with admin permissions, no matter how much the packet insists on being compiled with your tools.

I used to make a lot of games with non-self-registering dynamic libraries (can't be used with regsvr32 by missing the entry point) and most of them broke completely when Windows XP no longer assigned current directory to the application path for loading DLLs by relative paths like on Windows 95/98/2000. My older games from Windows 3.1 before I used dynamic linking will however still work without a single defect on Windows 7/8/10.