How to use a class in DLL?

Solution suggested by bcsanches,

 __declspec(dllexport) ISDLConsole *Create()
 {
    return new SDLConsole();
 }

If you're going to use this approach as suggested by bcsanches, then make sure that you use the following function to delete your object,

 __declspec(dllexport) void Destroy(ISDLConsole *instance)
 {
       delete instance;
 }

Define such functions always in pair, as it ensures that you delete your objects from the same heap/memory-pool/etc they were created on. See this pair-functions

If you use run time dynamic linking (uses LoadLibrary to load the dll) you cannot access the class directly, you need to declare a interface for your class and create a function that returns a instance of this class, like this:

class ISDLConsole
{
  public:             
         virtual void getInfo(int,int) = 0;
         virtual void initConsole(char*, char*, SDL_Surface*, int, int, int) = 0;
         virtual void sendMsg(char*,int, SDL_Surface*) = 0;
         virtual void cls(SDL_Surface*) = 0;
 };

 class SDLConsole: public ISDLConsole
 {
    //rest of the code
 };

 __declspec(dllexport) ISDLConsole *Create()
 {
    return new SDLConsole();
 }

Otherwise, if you link the dll during load time, just use the information provided by icecrime: http://msdn.microsoft.com/en-us/library/a90k134d.aspx