New to Dynamic Linking

Hello, I am new to windows programming. I have made a few simple applications, but I am trying to understand how to build a program using DLL's. I have been trying to build a simple application using a DLL, but I have only been able to statically link the DLL and the program.

Microsoft Visual Studio 2011 is the C++ compiler I am trying to use, it is a bit different from previous versions of Microsoft Visual Studio.

Could someone help me with how to dynamically link an application to a DLL? How do I build the application?
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