You cannot open a DLL - its a binary file. The most you can do with a existing DLL is import it into you .NET solution as a reference and use the object.
I assume that you have Worksite Web Installed on your web server.In order to user iManage.dll in your solution, what you need to do is add a Reference in your project from Visual Studio to the file "Interop.IManage.dll" from the bin folder under the WorkSite Web install directory (:\\ProgramFiles\Interwoven\WorkSite\Web\bin)(See attached screen shot for adding a reference in Visual Studio 2008)
What do you mean when you say "Add this dll to your application". How you add is you add a reference to this dll in your application (as i explained earlier) and then this dll is automatically copied to the bin folder when you compile the application in visual studio.Did you try doing that?