Hang on: Just noticed the Objective-C tag on the question. While I wouldn't preclude using gcc to program in Objective-C on windows 10:1 you'd be using it on a Mac. So why are you asking about DLLS???
Old answer starts here...
First question to answer is: Why do you want/need a DLL in your program?
If I were you I'd wait for a second program to want some of the same services asthe first one then consider abstracting out those bits into a DLL. If you still want to build a DLL have a quick gawp at
Shane's article[
^] and see if that gives you enough information to get going.
Cheers,
Ash