You are reading the wrong tutotorial -- that was written for MAC, not MS-Windows. It's quite easy with VC++ 2010 Express or Code::Blocks, both compilers have start-up templates that generate appropriate code for you, then all you have to do is add your own code that you want to export from the DLLs.
Ditch that old, ancient Dev-C++ compiler that hasn't been updated in a couple centuries and get either of the above two mentioned compilers.