Type libraries can be standalone TLB files or they can be embedded as a resource into a DLL (or an EXE). Therefore, whether or not you can use a DLL in a #import depends on whether it his an embedded type library.
You can use the OLE/COM Object Viewer to determine whether a DLL contains type library information:
http://msdn.microsoft.com/en-us/library/d0kh9f4c.aspx