SQLite: how to load extension Spatialite?

I downloaded Spatialite DLLs. Now I want to load this extension via

SELECT load_extension("mod_spatialite")

I get the error: [1] [SQLITE_ERROR] SQL error or missing database (%1 is not a valid Win32 application.)

Where is the place I have to put all downloaded DLLs? How to load the extension properly inside DataGrip?

Windows 10 x64, DataGrip 2017.2.2.