1) First of all make sure, the exe is running for which you need to know if the dll is loaded.
2) Use the windows API:
typedef DWORD ( WINAPI *GETMODULEFILENAMEEX) ( HANDLE, HMODULE, LPTSTR, DWORD );
3) Open the process:
HANDLE myprocess= OpenProcess( PROCESS_QUERY_INFORMATION | PROCESS_VM_READ, FALSE, myProcessID);
Over here you would need to supply the process id of your exe.
4) GETMODULEFILENAMEEX myModuleFn;
5) Iterate through the modules and compare the names to check if your dll is loaded.
6) Use ENUMPROCESSMODULES to iterate through the modules