1) If you want to encode mp3 using lame, then why do you need a Java program?
2) Even if you write a Java program, why do you want to call functions from dll? You can directly call lame executable from Java.
Yes, you can use JNI APIs and call functions from dll in Java code, but then, it will lose its platform independence which is unnecessary. In my opinion, use JNI only when you really need to. The task you want to achieve can be simply done by a small script (bat or shell etc.)
MP3 encoding is part of my program in java, i want to convert wave file to mp3 file
puique but I am beginner in java I did not know how to call lame executable from Java
I also thought of using JNI API but here I am blocked here
This article summarizes what you need to do to run an external process. Try to read it, possibly use the provided examples as a template and adapt it to your needs. If you get stuck, let us know, somebody here should be able to help.