First click the little dropdown arrow on the left end of a MIDI track and select Edit DXi synth

Click the drop down for the first of the four empty slots.
If the SynthFont is not present in the list;
Scroll to bottom.

Use Add Dxi to list and then browse (navigate) to that dll file you mentioned.

After that it should be available in the list.

To make all tracks use it (I'm not sure if it can do multiple MIDI channels/sounds)
you can try to insert it to replace the default one by selecting it as the Default DXi synth in the Prefs area.

If it doesn't work here you'll have to assign it to all the tracks using the right click menu or the little arrow.

Make your sound your own!
.. I do not work here, but the benefits are still awesome