Finding dependancies

What is the easiest way to find dependent DLL and\or service when creating app scripts?.
When running in PE Some programs may display an error message like "this program can't start because something.dll is missing" etc while others may throw an exception message which is not helpful in anyways. 

I do know that tools like dependency walker exists but i don't know how to use them.

I am not an expert on this area, well I am very rookie my self, I mostly ask when I stuck 

So far what I mostly do  (my routine)
with dependency walker --> F7 -->  run executable (--> that gives some info on debug screen)
if that does not give a clue...
I run some same application with dw on my windows, and compare results with emulator ;)
if that does not give a clue....
I follow dll dependencies on available apps plugins, if it works I figure out with elimintation method ;)

and if still not found, a carelfull investigation with Filemon-Regmon->Procmon  etc. ;)

and if still not found (stuck) ask

edit: some same

Thanks for the detailed explanation.I guess i need to practice with DW

edit: some same 

good luck with dw