I know that if I have an .a or .so file and a header file for that library (for example for SystemC), I should 1. include header file 2. link the appropriate library.
But I can't handle with only .dll file as I can link it as well, but don't have a hearer file to include and to use commands. Con someone explain me what kind of .dll-s exist and how they are possible to use? Is it possible to use any .dll file or it should be a specific kind of .dll to be able to integrate to my application?
A DLL is functionally equivalent to a .so file (also know as a 'shared object' or 'shared library'). You need a header to declare the functions that are available inside the DLL and you need to link against a library which handles the business of loading and executing DLL calls (mostly delegated to the OS).
It is possible to use a DLL without any sort of header. You can directly call Win32 API's which will dynamically load a DLL into your programs virtual address space and call other API's which will give you what are essentially function pointers. However, you need to know the signatures of the function pointers to use the properly so what you're effectively doing in that case is declaring a tiny subsection of the actual DLL header for your use.
This wikipedia article may help, especially the section on shared libraries
Unlike Linux, Windows libraries are seperated into two forms: DLL (for runtime linking) and LIB for symbol declarations. link.exe (the windows linker) expects .lib files to resolve symbols being used by your program's headers during build time. More information here: http://msdn.microsoft.com/en-us/library/ba1z7822(VS.71).aspx
Note that if you load a DLL compiled in C++, you hvae to avoid passing object pointers across the interface, as they are in general not portable. You have to keep to basic C calls and calling conventions, as that is what is defined by the Windows or Linux platform ABI.
