Are there files like DLLS formed?
No. Ruby is an interpreted language much like JavaScript, Python, and PHP.
If there is not a main() defined, what is the entrypoint for a program?
Well, what do you define as an entry point? If you mean running a particular file, then anything not wrapped in a class or method will be invoked.
I looked up on the internet for all of this. But all I could find are some command line tiny code snippets or some tutorial to put Ruby on Rails.
I strongly recommend you start by getting a better understanding of what Ruby is and how it works before moving on to rails. You can either buy a book or the notorious Pickaxe book is online for free here.
solved Understanding Ruby for a C# developer [closed]