If you want to use the .DLL then you need to read up on the links I posted prior with LoadLibrary. You'll need knowledge of what to call if you don't have headers. This is beyond beginner level though...
I'm a bit confused on what library you're using because you're setting yourself up for failure here if you're just starting off with C++ and Visual Studio doing all of this... What library is this, and why do you need it to learn C++? The best approach is to learn C++ using visual studio and a console application for general programming, then working your way into a library like SFML, or SDL, or something similar to start with 2D. I would personally suggest not bothering with what you're doing. C++ is hard enough to get started with without all these other complications. You need to be learning in the most simplest environment possible - just using Visual Studio and a Console Application.