Your question is vague, more specific information will help get more specific answers.
Regarding
I suspect that dSPACE never provides any interfacing DLL to Labwindows
They might, look here for instance (quick google search)
LabWindows/CVI should be able to link and build to any C compatible API. If there is a header file, you can even guarantee a COFF compatible (and CVI compatible) .lib file to make things easier. Creating the .lib from a header file with an associated .dll is explained here.
If dSPACE(MRET) has the ability to call from other libraries, then porting CVI functions, into a .dll is a good way to go. Look here ,here and here (starting bottom of page 2.6).