Our vendor provides DLL, which works on Windows. Is this possible to load custom xxx.dll file and use its functions in Linux using Go?
The short answer is "no": when you "load" a dynamic-linked library, it's not only actually loaded (as in read from the file) but linked into the address space of your running program — by the special means provided by the OS (on Linux-based systems, at least on x86/amd64 platforms that's an external process; on Windows, it's an in-kernel facility, AFAIK). In other words, loading a dynamic-linked library involves quite a lot of complexity happening behind your back.
Another complication, is whether the DLL is "self-contained" in the sense it only contains "pure" functions — which only perform computations on their input data to provide their output data, — or they call out to the operating system to perform activities such as I/O on files. The way operating systems provide ways to do these kinds of activities to the running processes are drastically different between Windows and Linux.
The last complication I can think of is dependency of this library on others. If the library's code is written in C or C++, it quite likely depends on the C library used by the compiler which compiled the library (on Windows, it's typically that MSVCRxx.DLL thing). (A simple example is calling malloc() or printf() or something like this in a library's code.)
All this means that most of a DLL written on Windows for Windows depends both on Windows and the C or C++ standard library associated with the compiler used to build that library.
That's not to mention that Windows DLL uses PE (Portable Executable) format for its modules while GNU/Linux-based systems natively use the ELF format for its shared object files.
I'm afraid not because the windows DLLs do different kernel calls than Linux shared object, both has this fancy name for system library objects
But if you need to run a windows native app on linux I would recommend give Wine a try, I doubt it works properly, and a second worthy try is dosbox, once I doubt this works too
But there is a little hope if those DLLs are written in .net framework, you could wrap them up on a nice c# code and use mono on linux side, not sure if this enables you to import those DLLs to golang, but I don't think so either
In the and with that amount of tricks to have everything working you will get some performance issues, just saying