It's more complicated than that. Windows doesn't have true inodes but rather uses the name alone to identify files. So you can't unlink any open file. (Try to delete a directory when you have a command prompt open in it.)

Windows did hack on a form of DLL versioning in the form of isolated assemblies. It's ugly and complicated and Microsoft still resorts to suggesting that you avoid DLL hell by bundling local copies of all your shared libraries. Which kind of makes me wonder why they're even called "shared" at all. May as well just statically link.