If some portion of program logic you seek to modify is contained within the Dll and not the Exe, well then you need to modify the Dll
. Quite often in larger client/server-based games, the bulk of client-side code is contained not the Exe, but in a client Dll that the Exe loads at runtime. If you wanted to modify some aspect of the game's engine, you might find the applicable code lies in its client Dll.