I am trying to create a Win32 DLL exposes some functions which are called in C# as follows
__declspec(dllexport) int GetData(unsigned char* *data, int* size)
You are returning an array allocated by a call to C++ new and hoping that the marshaler will turn it into a C# byte[]. That won't happen.
You'll need to pass a pointer by reference and then marshal it by hand. Your p/invoke should look like this:
[DllImport("MyDll.dll")]
static extern int GetData(out IntPtr data, out int size);
When the function returns data will point to the array and you can read the contents using the Marshal class. I guess you would copy it to a new byte array.
var arr = new byte[size];
Marshal.Copy(data, arr, 0, size);
Some other points: