1. The obvious cause is that VBA can't find the path to ssc.dll. You can fix that either by moving the file to a directory already in the path Windows environment variable as you did, or by adding the directory to either the user or system path.
2. The ssc.dll and Excel should both be either 32-bit or 64-bit. If you are using the 64-bit version of SAM and 32-bit version of Excel, then SAM's code generator includes the 64-bit version of ssc.dll in the package of files it created, and it will be incompatible with Excel. To fix that, replace ssc.dll with the 32-bit version that comes with your SAM installation: Replace ssc.dll with the one in c:\SAM\2017.9.5\win32. To find the version of Excel, go to File, Account, About Excel. To find the version of SAM, click Help, About.
UPDATE: As of SAM 2020.2.29, only a 64-bit version of SSC is available. SAM 2018.11.11 and earlier for Windows include both a 32-bit and 64-bit version of SSC.
Thanks so much, Paul. It worked.
Apparently, I am running the default-installed 32-bit version of Excel (even though its a modern 64-bit machine with Windows 10) and the 64-bit installed SAM. Got it working for now. Will look into getting the 64-bit version of Excel so my the extensive parametric runs take full advantage of the machine.