You need .h for compiler (use with #include, and add the folder to .h file as relative path to Configuration Properties > C/C++ > General > Additional Include Directories). Aside from .lib for linker you also need .dll to actually run the test application.
EDIT: There are two types of DLL's that you can make. First are C-like DLL's, with functions that have signatures as if they are written in C instead of in C++. All Windows DLL's (user32.dll, shell32.dll, version.dll) are built as such. The other are C++ DLL's, with functions that are part of the class. MFC and Standard C++ Libraries are such.
If you want to make a C++ DLL then you have to declare all classes that are part of interface as __declspec(dllexport) in your DLL project and __declspec(dllimport) in all projects that would use DLL. Usually the same file is used for this, but with a macro that is defined accordingly to one or the other. If you create a DLL from Visual Studio project template you would see this code.
Your case is actually the simpler case, as you want C-like DLL. You don't have to fiddle with this __declspec rubbish, but you need one additional .def file in DLL project. This should be the content of the .def file:
LIBRARY MyApi
EXPORTS
DisplayHelloFromMyDLL
Your header file (.h file) should look like this:
#pragma once
#ifndef HELLO_DLL_INCLUDED
#define HELLO_DLL_INCLUDED
#ifdef __cplusplus
extern "C" {
#endif
void DisplayHelloFromMyDLL();
#ifdef __cplusplus
};
#endif
#endif // HELLO_DLL_INCLUDED
__declspec(dllimport) tells the compiler that this function (or class) is defined somewhere else, and that linker will find it and link it. __declspec(dllexport) tells the compiler (and linker) that this function (or class) should be exported and be part of DLL interface. If class has neither of those then it's just a class that should be defined in the same project.