For uTidylib version 0.9 and later, in Windows, we can set an Environment Variable named:
TIDY_LIBRARY_FULL_PATH to: C:\Program Files\tidy 5.8.0\bin\tidy.dll
(I needed to specify the "tiny.dll" name, not just the path)
See: "Added support for specifying library full path using TIDY_LIBRARY_FULL_PATH"