Users typically find the steam_api64.dll in the game's root folder.

If you are using a version of the game involving the Goldberg emulator and encounter issues, here are common fixes:

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Check the %AppData%\Goldberg SteamEmu Saves folder to find where your progress is being stored.

Goldberg usually redirects save files to a local folder rather than the standard Steam Cloud path. The Risks and Ethics of Using Emulators

This is rarely caused by the emulator; ensure your Java runtime (which the game uses) is up to date.