Suggest you read the manual on that page. Typically these instruments connect via USB and appear as a USB-RS232 com port, so yes, you would use the SerialPort
class for communication via traditional COM/RS-232 or via USB/RS-232. I assume you're not using the GPIB(IEEE-488) connection.
Whatever that .DLL file is, it probably belongs to the supplied control application from Newport and has nothing to do with actually controlling the device. Most manufacturers will provide a basic control application with their instrument so you can just plug in and control it with their supplied software. That .dll most likely is part of their bundled software. Since you are writing your own software, you do not need it.