Post History

Each situation is different. Some programs in Wine/Windows will work better with the Windows dlls, and some will work better with the Wine (builtin) dlls.

The best way to learn how which dlls work better for your specific application is experimentation, I'm afraid. Regarding increasing compatibility, maybe. Sometimes a wine built-in implementation works, and sometimes it does not.

The second-best way to learn, is to check https://appdb.winehq.org/ for your app and follow guidelines by somebody who reported success.

Downsides of using Windows (native) dlls: takes up more space, makes you dependent on sourcing those files (winetricks tries to download the components from proper sources like Microsoft VB6 runtime, which depends on Microsoft still offering those), and doesn't always make things better.