create a dll file and compile it and link it in linux

A dll (dynamically linked library) is a small piece of code to be shared by one or more application, it is specific to Microsoft. Linux uses a very similar callstruct called a shared object (.so) it is compiled using a c compiler (typically gcc) and linked using a linker (ld)

But here is a complete tutorial on creating dll's in linux
http://www.linuxman.com.cy/rute/node26.html

Thanks
Shabbir Bhimani