lzcompresslib.dll is a relic of the early 2000s compression era. It is neither a core Windows file nor a common modern library.
Before running any unknown DLL, upload it to VirusTotal.com. You want to see 0/60 detections. If you see 1 or 2 detections from obscure AVs, it may be a false positive. If you see 15+ detections, delete the file immediately. lzcompresslib.dll
If you recently ran a disk cleanup or manually deleted files, check your Recycle Bin. lzcompresslib