How does Comodo Firewall protect against malicious DLL files?

Let's say you run Comodo Firewall with Cruelsister's settings (no HIPS for example). It will automatically sandbox malicious EXE files. But if you were to mod a game for instance, by replacing DLL files belonging to the game, would Comodo Firewall protect you if these DLL modifications were malicious?

To summarize,
will Comodo Firewall protect you against malicious DLL files which legit applications can use?