VC++ unit test project failed to set up the execution context to run the test due to possible missing dll

VC++ Newbie here:

I am attempting to TDD a project that uses a third party library (specifically AutoDesk's ObjectARX).

I have been able to create a dummy solution with a unittest project and a helloworld ARX project. I can successfully test a dummy method, everything is cool.

But when I call anything from the ObjectARX libraries the unit tests fail with

Failed to set up the execution context to run the test

After digging about and using Dependency Walker I found that the compiled dll is not able to find acdb21.dll which is named the same as one of the ARX libraries. It's expecting to find it in the same folder as the compiled dll.

I do not have an acdb21.dll, only the .h and .lib files. My understanding is that they should be compiled into the dll.

The linker happily finds the .h and .lib files so AFAICT the include and library paths are all set correctly.

Is the missing dll reported by Dependency Walker a red herring? Is something else amiss?