DLLs

From Mario Fan Games Galaxy Wiki

DLLs, or Dynamic Link Libraries, are special files that include a list of functions (usually C++) that can be read by executable applications (EXEs) to extend functionality. As with .EXEs, DLLs can store data, but DLLs cannot be launched by itself, they must be read by .EXEs. Most games made with a Clickteam product requires extra DLLs to run properly. This extra DLL package can be found here, on the MFGG mainsite.

Game Maker also supports DLLs by using GML for expansion usage such as system mechanics, server, and system manipulation.