New hamlib for Windows installation directions
#1 Shut down WSJTX
#2 Download either the 32-bit or 64-bit DLL -- hopefully your browser doesn't block it but may warn you multiple times.
If you can do a "Save As" you can save it directly in \WSJT\WSJTX\bin and replace the libhamlib-4.dll that is there.
#3 If you don't save directly you need to open a file browser and move the file that way.
If you're not familiar with that here's a video on the file browser.