Repository navigation
Drop this next to the game executable. Then drop DLLs you want to load into a NativeMods directory. Note that NativeMods needs to be relative to the directory the game is run from, which in some cases may not be the same as the directory the executable is in.
For example, for Final Fantasy VII Remake (and likely other UE4 games), xinput1_3.dll needs to be in End/Binaries/Win64, but NativeMods should be in the game's root directory.