Aside from the MSDN online docs, you can d/l for free, I believe, so-called "express" versions of the Microsoft developer tools, such as VB, C#, etc.
The "pay to play" versions include an "object browser" which will show you what different *.dlls can do, so I expect the "express" versions do as well.
For ObjectDBX, you will need to browse the Active X interfaces published by other products, then translate the function signatures, just as you have to do for Active X reference to AutoCAD.
You still need to know where to look, and it appears to me that is (más o menos) word of mouth & hanging out with programmers, unless you have a lifetime or two to memorize the online Microsoft docs (for starters), plus the interfaces published by whatever (non usoft) progs with which you wish to interact.
If anyone knows of an actual reference (as in book) to all the system dlls, please, don't be shy