MLLib is the file mllib.dll that comes with the F# distribution. The source for MLLib is also included. It supports a set of F# modules that are pretty close to a strong subset of the OCaml 3.06 standard libraries. This allows a lot of code to be cross-compiled between OCaml and F#. Not all OCaml modules are supported, but really useful ones like Set, Map, Hashtbl, Array, List and the like are. Modules like Sys are less useful unless you are cross-compiling - if you are using the .NET libraries directly then you can just use functions in places like [System.AppDomain.CurrentDomain] to do more powerful things.
The Unix module is not supported in MLLib, but pretty much all the functionality and much more is available in the .NET libraries, e.g. System.Net.Socket.