If it's not which I almost sure in, then what's the role of mscorlib.dll and where CLR is situated?
CLR
is not in mscorlib.dll but in MSCorEE.dll. I think that is what you were looking for. This is the main DLL loaded when an .NET exe assembly gets loaded.
See this question which probably answers you question.
I believe this question covers most of what you're asking:
mscorlib.dll is holding some fundamental classes of .net such as system.
use reflector to what classes and namespaces mscorlib.dll is carrying.
also your could find information on CLR here : http://msdn.microsoft.com/en-us/library/8bs2ecf4.aspx
The actual CLR code is contained in a file whose name has changed with different versions of the CLR. For versions 1.0, 1.1, and 2.0, the CLR code is in a file called MSCorWks.dll, and for version 4.0, the CLR code is in a file called Clr.dll.
来源:https://stackoverflow.com/questions/5566534/is-mscorlib-dll-a-clr