Mediafire is just a public cloud storage site so whatever anyone uploads goes there and stays there for anyone to download. You need to consider the source of the download eg some legit helper on an established software forum or a guy on some green colored Russian based forum you've never seen before saying this is ok, try it.

The first is probably ok the second is don't touch it. However under any circumstance I'd multiscan it here to be double safe.. https://www.virustotal.com/

I'm not aware of other sites that exclusively offer .dll or any other type of file downloads though. There used to be some but most have disappeared or now also include adware with the download.