Is dll run on mac/linux? -- DLL does not run itself, these are library, has to loaded by some executables, so for mac and linux , these can be of different formats, .so ( shared objects) , but if you say .net APP has produced those and can they run on linux/Mac, then my answer would be NO , you need to install wine ( that is an executable which makes MAc/linux read those DLL ).
For linux, you have MONO, which is .net runtime for linux.
Is exe run on mac/linux? -- for linux refer to MONO, - -
http://en.wikipedia.org/wiki/Mono_(software)
Is Microsoft office run on mac/linux -- Yes, Microsoft has office APP for Mac only.