1. what does it mean import library,
does the compiler add/link my program to a code which will load the library i use ?
or does the OS do that, by lookink in the header of the EXE file ?

2. when i call to a function in dll, say MessageBox, does the OS load this dll for every program, put it in memory location, and then every app can use it ?
or does it loaded only once, for each app, (when the app terminate, the dll unloaded) ?

I think you're referring to "import table"? It's a format used to say which functions to import from which .dlls (that export such functions obviously) in the .exe -- the Windows Loader then replaces the data there with addresses to such functions, and then executes the program.

That was the whole initial point of .dlls, so yeah. They are loaded only once, and everytime a new program loads it, a counter increments saying how many use the .dll -- when the counter becomes 0, the .dll is unloaded (no apps use it anymore).

thank you very much, you got me understand that, much better now.