I have a memory dump (unmanaged process) . How can I extract (using windbg) one of the dlls loaded into the process ? I mean actually saving the dll file into the disk
You can use the sos.dll inside windbg directory.
First, load the sos.dll in windbg:
.load clr10\sos.dll
Then use !sam OR !SaveAllModule to extract the modules on specific disk location:
!sam c:\notepad