Do you have a C compiler?
I'm not entirely certain that Calpurnia is yet in a position where he/she really knows what a "C compiler" is.
Can you unerstand the sample and modify it?
Frankly, if you can understand the sample and modify it then I can't think why you'd ask Calpurnia's original question. I'm not sure what purpose the DLL in the samples directory is meant to achieve:
In other words, the sample basically seems to exist as a quick sanity-check confirmation for people who already know how to write DLLs. (Incidentally, I'll give a free licence for the MTI Desktop software to anyone who can give a good reason why the example code bothers to do "#define MT4_EXPFUNC __declspec(dllexport)". This strikes me as pointless obfuscation, putting one more obstacle in the way of beginners.)
Calpurnia wrote >>
Now, how can I use this dll to learn?
Personally, my answer would be "...by starting from an entirely different point". But, as I've said above, I'm afraid that I can't give a good recommendation as to what that point should be. It partly depends on why you want to learn about DLLs - i.e. which of the advantages on my list above is of interest.