Numerous questions. My advice is to read various tutorials on t'internet. I used this site when I was learning:
http://www.samspublishing.com/library/content.asp?b=STY_Csharp_24hours&seqNum=11&rl=1
It's rather brief so some programming knowledge is required, but it gets you going and plenty of sample code.
Here is an MS link about debugging (which is simple, it's really just F5 plus any Breakpoints where you want to see what's happening. Pressing F11 will let you step through with the Breakpoints to see what's being passed into variables etc.
For creating a DLL right click on the project you want, select Properties, click the Application tab, and changte the Output type to Class Library. When you compile that project it will create a DLL. You can then click References and add the newly created DLL.
Rather brief explanations, but you asked rather broad questions. Still hope it helps though.