Here's what you'd want to go through: DLLs in Visual C++ - http://msdn.microsoft.com/en-us/library/1ez7dh12.aspx
More specifically, gauging from your question you are probably looking for Implicit Linking - http://msdn.microsoft.com/en-us/library/d14wsce5.aspx
And if all of that sounds confusing to you, you might go through this walk-through first: http://msdn.microsoft.com/en-us/library/vstudio/ms235636.aspx