This short but highly effective describes how to export classes from a DLL.
DLLs for Beginners
Nov, 1996 - Debabrata Sarma
For some reason Microsoft decided to no longer keep this article in their library, but if you have an old MSDN CD you might be able to find it.
Using Interfaces with DLLs
Striving for Graphics API Independance
January 2002 - Erik Yuwza
This article explains how to move your renderer into a seperate DLL and create an interface class for using it.
Binary-compatible C++ Interfaces
Feb 2002 - Chad Austin
This article explains how to keep the binary interface intact while changing compiler configurations and even compiler. Pretty good explanation of how to use classes in DLLs too.
Loading a DLL from memory
Dec, 2004 - Joachim Bauch
Explains the innards of a DLL file. It also explains how to allocate memory, place machine code instructions in it, and then execute it.