Before you click any “Download Now” button from a suspicious font archive site, you need to understand one critical fact:

Contrary to popular belief, MS Shell Dlg 2 is (like a .ttf or .otf file) that you can simply download from a font website. Instead, it is a logical font name or a "mapped" font used by Windows.

or "pseudo-font" used by Windows to map system text to an actual physical font. Affinity | Forum

Simplifies localization for developers; you don't have to hard-code specific font names for every region.