When compiling your library you should define a macro (command line preprocessor definition), let's call it MY_DLL_EXPORT.
Then in your library's code do something like this:
#ifdef MY_DLL_EXPORT
# define DLL_API __declspec(dllexport)
#else
# define DLL_API __declspec(dllimport)
#endif
class DLL_API some_class { /*...*/ }