DualSwan does not support DLDI, nor does it appear to support appended roms. There is no way for it to read files from the R4. Unless you have a GBAMP, or one of the old M3 or Supercard slot 2 devices, you're out of luck.
Edit: It doesn't matter where you put the .nds file, it will work the same regardless of its location. (Except on the G6 Real, homebrew .nds files need to be in the root on that cart.)
AFAIK, that only applies to the G6 Real (and possibly the M3 Real).I could've sworn Homebrew needed to be placed on the root of the MicroSD to be DLDI patched.