You can set the linker options for your DLL on the Linker page of the Project Options dialog box. The default check box on this page also creates an import library for your DLL. If compiling from the command line, invoke the linker, ilink32.exe, with the -Tpd switch. For example:

ilink32 /c /aa /Tpd c0d32.obj mydll.obj, mydll.dll, mydll.map, import32.lib cw32mt.lib

If you need an import library, use the -Gi switch to generate an import library. 

You can optionally create an import library with the command line utility implib.exe. For more information on implib.exe, type implib —h at the command line.