Hi Huidong.
the mousehook and keyhook are actually ONLY used in redbox capture mode -- which is optional, and is used to capture regions in windows and menus, and scrolling windows. they are not loaded until these modes trigger.
closeapp.dll and closeapp2.dll are identical dlls and their only purpose and use is to close an already running version of screenshot captor when the setup installer needs to shut down the application to install an update, or before uninstalling. The reason there are 2 is that i couldn't find a way to just use 1 with the inno setup installer in both the cases of install and uninstall.
you can see i tried to name them appropriately

if you are concerned about them, know that they are all compiled by me personally. and if you wanted you could delete them, you just wouldn't be able to use red box capture mode in screenshot captor, and you'd have to make sure you manually exited the program from the tray before running update or uninstalling.