Question-and-Answer Resource for the Building Energy Modeling Community
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This is not an uncommon problem in general and probably isn't related to EnergyPlus weather program specifically but just for any software from that era.
The file is usually located here:
C:\Windows\System32\comdlg32.dll
or
C:\Windows\SysWOW64\comdlg32.dll
If the file is present, you might want to just register it with REGSVR32 (just Google it)
You might want to try some of the suggestions here:
https://www.lifewire.com/how-to-fix-comdlg32-dll-not-found-or-missing-errors-2623189
