(DLL+metafile applet)
...

Retrieving them - InputStream.  That might sound like a
dumb answer, but to make it more specific and less
dumb, I will add, to use..
a) for a resource available 'loose' on the server -
URL.openStream() for that InputStream
b) for a resource inside a jar file on the applet(/application)'s
classpath, use Class.getResource() for that URL, then see a).

The other side to your question is either using,
or storing and using them.  ..

It can be done with HttpURLConnection, but now I
check the JavaDocs, I realise it has a lot of cruft
(over URL) not needed for simply gettting an input
stream.

(checks)  XCOPY    Copies files and directory trees.

I'll return to that later (if needed).

Hmm.. OK.

Not in an applet, it must be located in the 'Win' directory
for the applet to use it.  *But* a web start based (and
sandboxed) applet or application can use DLLs that are
identified as nativelib's in the launch file (put on the
classpath).  The only issue with using a sandboxed JWS
app. remains these metafiles.  

Most well behaving DLLs that use external files expect
them to be in the 'same directory' so these could
(find and) use any metafiles supplied at the 'root' of
an archive also on the classpath of the JWS app.

BTW.  I just realised this was the first time I'd
mentioned Java web start (JWS) in this thread, so
in case you are unfamiliar with it, check here for
some examples. <http://www.physci.org/jws/>

I am hoping you will abandon the idea of doing this
as an applet.  That will be very problematic.