You can have a DLL without DllMain function. Its purpose is for Windows to notify your DLL of various events that might be of interest to it, e.g. whenever another EXE or DLL loads it etc.

_declspec (dllexport) is a Microsoft specific extension for the compiler to tell it to export your function "bla", so that other DLLs and EXEs can link to it and use it. Other way to accompilsh the same is to use the DEF file and specify your exports there.

void _stdcall bla() is just a normal function visible to your DLL only. _stdcall is specifying standard (or PASCAL) calling convention (as opposed to _cdecl or C calling convention).