I got ECCO here years ago.  I had it on my first computer, with Windows 95, but when I got this new computer, with Windows 11, I don't know why but I couldn't install it (I still have the original install disk).  I just can't remember.
 
Anyway, I've used the Ecco from here just fine, for a few years now, but today I clicked to start it and I got  
 
"The code execution cannot proceed because CTL3D32.dll was not found.  Reinstalling the program may fix this problem"
 
I searched in the C:\Windows folder and there is a copy of the file in  
 
       C:\Windows\WinSxS\x86_microsoft-windows-ctl3d32_31bf3856ad364e35_10.0.26100.1_no
ne_6afdf345044fc920
 
Is there supposed to be a copy of it somewhere else, that ECCO expects to find it?
 
And how would it go missing?  Is there anything I did that caused that (something I better not ever do again)?

Try copying CTL3D32.dll to your ecco directory. Mine is C:\Program Files (x86)\ECCO. I did that and it worked initially, now it flashes the splash screen and the ecco window never shows. Still running in the background.