Question for unix programmers - what function I need to used to get the exact error message when the library failed to load?

Thanks

Are you calling dlopen?

Unix is not windows. There is no GetLastError or FormatMessage function.
Normally, you check the return code. If it's a return code that indicates an error,
you have several options, probably perror is a good one to start with - exit:

#include <stdlib.h>
.........
........
retval=some_system_call();
if (retval==  <some value that the man page says is an error>   )
{
     perror("call to some_system_call returned a fatal error");
     exit(1);
}