I'm not familiar with windows or blender but 4.0 with 3.6.10 is the right combination. Looking at the error message it is either an issue with file permissions or the file not being there at all. I'm also wondering why the file path has \\ in it.
I don't know what the equivalent commands are in windows but on a linux or mac system the first thing I would do would be to copy the path of the last line of the error message then use:
file c:\\fullpathinerrormessage
and
ls -pal c:\\fullpathinerrormessage
to make sure that the location of the .dll file is correct and that I have read permissions on the .dll file