it is effectively a dll, but it has to register correctly with ePO and be set up in the local registry correctly too.
With that in mind it really ought to be done through ePO rather than locally.
ePO plugins don't have separate local installers, they are pushed from the ePO server as needed or are integrated in the main point-product installer.
As you have to have a McAfee Agent in place to use DC this will all be done automatically through an appropriate product deployment task in ePO per the DC documentation.
Moved to ePO DC group.