Reading between the lines, I think you really want to learn about libraries in general, and not about DLLs. a library is just a convenient package of object (compiled) code, as well as some information on how to call it. In C ++, this usually takes the form of a .h file.
(.lib) , , , . (MyClass.obj), , . .lib. , , .
(.dll) , () , , - dll. exe, , , . Windows DLL , DLL- , , , .
, dll , Windows , DLL, , dll /. DllMain().
, .lib, DLL. . lib, , dll.
, , - , API (Application Programming Interface). /, , . , , . C, ? . API , ( !) .
pdb, / .h. exe.