Apologies if this is a duplicate, but I've not managed to find this question being asked directly.
The general opinion here (that's me and him across from me) is that they shouldn't, the reason being that DLLs can be shared; therefore the idea of having application-specific information in a DLL is nonsense. If the information is not application-specific, then constants can be used.
A further question is, assuming that DLLs do not have their own config file, whether DLLs should use the configuration files of the executable that loaded the DLL, or instead be passed the relevant data as part of some kind of constructor. Our opinion here is the latter, as it makes it more testable, the downside being that it will sometimes be necessary to pass a significant amount of data to the dll.
Opinions?