Shared libraries, .DLL in windows, .dylib in OSX and .so in Linux, are loaded at runtime. That means that the application executable needs to know where are the required shared libraries when it runs.
On Windows, the dynamic linker, will search in the same directory then in the PATH directories. On OSX, it will search in the directories declared in DYLD_LIBRARY_PATH as on Linux will use the LD_LIBRARY_PATH.
Furthermore in OSX and Linux there is another mechanism to locate the shared libraries: The RPATHs.
manage_shared_libraries/env_vars manage_shared_libraries/rpaths