I had the same problem and solved it in the following way.
First allow this dll you are loading to see all the other dlls it depends upon. You do this by editing the Windows Environment PATH variable to include C:\Program Files\MATLAB\R2016b\bin\win64\
Then add dependency to your module to engine.jar. In IntelliJ this is done in ProjectStrucuture/Modules/yourModule dialog box and select the dependency tab, plus sign and navigate to your engine.jar location
Make all the dlls needed for java by including this command line argument in the run configuration: -Djava.library.path="C:\Program Files\MATLAB\R2016b\bin\win64"
Now include this as the first line of you main method to have all the methods available to your application: System.loadLibrary("nativemvm");