This information applies to version(s): 5, 6
By default, libraries from Apple Photos can't be opened in DxO PhotoLab because they are stored as a package that can't be looked into. It's possible to open these by going to the Advanced panel of the DxO PhotoLab preferences and enabling the option "Source browser: Show package contents". Then navigate to your Pictures folder or wherever your Apple Photos library is located, and you'll be able to browse inside the library.
Activating this option is also required in order to use the "Edit with" command in Apple Photos, as otherwise, the software won't be able to see the image inside the package.
Please note that the internal structure of this package is not quite 'human-friendly', and that it may change at any time depending on Apple's updates. Depending on your intention, it may be better to export original files from Apple Photos in order to open them in DxO PhotoLab.