In many contexts, you can read $dx$ as "With respect to $x$".
When you get the derivative of a function or attempt to find the anti-derivative (by integration), you need to know what variable is to be used.
In a function such as $y=x^2$, $y'(x)=\frac{dy}{dx}=\frac{d}{dx}x^2=2x$.
In the above case we formulated the derivative in "with respect to $x$".
When you write an integral you must specify that you want to perform the integration with respect to a specific variable also.
$$\int \:2x\:dx=x^2+c$$
This says "find the anti-derivative of the function $2x$ with respect to the variable $x$".
Note that if $x$ was not a variable and was a constant instead, the result would differ. Maybe you are familiar with the constant $e=2.71828182846...$
if you write $y=e^2$ then:
$\frac{dy}{dx}=\frac{d}{dx}e^2=zero$.
There are functions of more than one variable such as $y=zx$ where both $z$ and $x$ are variables. Again you need specify which variable you want to use to find the derivative (called partial derivative in this case). The result will differ based on the variable chosen. for example to take the derivative of $y(x,z)$ with respect to $x$ we could write:
$$\frac{\partial }{\partial x}y\left(x,z\right)=\frac{\partial }{\partial x}\left(xz\right)=z$$
The partial derivative with respect to $z$ is:
$$\frac{\partial }{\partial z}y\left(x,z\right)=\frac{\partial }{\partial z}\left(xz\right)=x$$
Additional Note:
When given an equation like:
$\frac{dy}{dx}=2x$
You could re-write it as:
$dy=2x dx$
If you integrate the left hand side with respect to $y$ and the right hand side with respect to $x$, you get $y=x^2+c$.
In this process one may be lead to think that $dx$ is a variable.
In calculus, the differential represents the principal part of the change in a function $y = f(x)$ with respect to changes in the independent variable. The differential $dy$ is defined by:
$$dy=f'(x).dx $$
A more detailed explanation (that is beyond basic Calculus) is Differential of a function.
I don't have enough knowledge to rule out the usage of the symbols as independent variables in the general case though.