"api-ms-win-*.dll" is a naming convention used by Microsoft for a group of DLL files that serve as proxies to the Windows API. These files contain a set of functions that allow applications to access the Windows API regardless of the underlying operating system version. The asterisk in the file name represents a placeholder for a specific API set, such as "api-ms-win-core-kernel32-legacy-l1-1-0.dll", which contains legacy kernel32 functions.
These DLL files are called "API sets" and are part of a larger architectural change in Windows to make it easier to maintain and evolve the Windows API over time. This allows developers to write code that can run on multiple versions of Windows without having to worry about the underlying API versions.
If an application is missing one of these DLL files, it may fail to start or exhibit unexpected behavior. In general, these DLL files are included with the operating system or can be downloaded.