It is possible to include Dynamic Link Library (*.dll) files when building projects, although links to these files must be provided by way of an Import Library (*.lib) file. In other words, it is the import library file, which must be directly linked to in the exact manner as is described for linking static library files in the Resources Branch topic.
There are however, a couple of extra considerations when linking dynamic link libraries:
Location of the *.dll File: The dynamic link library file must be placed either in the same folder as the project executable, or preferably in a directory pointed to by a PATH variable. For example, create a directory called C:\temp\my_dlls and place your *.dll files within it. Then add a PATH environment variable with variable value C:\temp\my_dlls (i.e. points to this directory).
Missing Import Library (*.lib) File: If an import library file is not available for the *.dll file, then you must create one. Instructions detailing the creation of an import library, given a *.dll file, can be found in Microsoft knowledge base article 131313 (http://support.microsoft.com/kb/131313).