Why do I receive a "specified module could not be found" error while running a MEX-file created from MATLAB R2015b?

When I try to run a MEX-file I created, I receive the following error:

??? Invalid MEX-file 'MEX-file name': The specified module could not be found.

where "MEX-file name" is the name of my MEX-file. However, I did not receive any errors when compiling the file.

[James Tursa]

Are you compiling and running in R2015b?

[Image Analyst]

Are you trying to call loadlibrary() with the name of the mex file? Or have you done that and you're trying to call a function inside the DLL?

[Raúl Silvero]

@James Tursa Yes, I'm compiling with MinGW GCC 4.9.2 and running in R2015b.

@Image Analyst I have done that. What do you mean with 'call a function inside the DLL'?