In der Dll leitest du dann ne Klasse von IMyClass ab in der du den code implementierst.

#ifdef MY_DLL_EXPORTS
#define MY_DLL_API __declspec(dllexport)
#else
#define MY_DLL_API __declspec(dllimport)
#endif

class IMyClass {
public:
    virtual void Method1()   = 0;
    virtual void Method2()   = 0;
}

MY_DLL_API IMyClass *CreateMyObject();  
MY_DLL_API void DeleteMyObject(IMyClass *pClass);

MyDLL.cpp

#define MY_DLL_EXPORTS // DLL code - wir exportieren die funktionen
#include "MyDLL.h"

// die implementation der klasse
class CMyClass : public IMyClass
{
public:
   void Method1() {
      // blabla
   }
   void Method2() {
      // blabla
   }
}

// die exportierten funktionen
IMyClass *CreateMyObject()
{
   return new CMyClass();
}
void DeleteMyObject(IMyClass *pClass)
{
   delete pClass;
}

MyDLL.def

EXPORTS
   CreateMyObject
   DeleteMyObject

MyProgram.cpp

#include "MyDLL.h" // diesmal ohne #define MY_DLL_EXPORTS

//...
IMyClass *pObj = CreateMyObject();
pObj->Method1();
DeleteMyObject(pObj);
//...