Compiling a .dll from bmx code?

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Fabian.

You can only export Functions from a dll

Not quite, globals can also be exported, it's just important that the caller now needs to refer to the symbol as pointer.
Here's an example:
DLLTest.bmx:

Strict
Framework brl.blitz

Global Variable

DLLTest.def:

EXPORTS
Variable=bb_Variable

DLLCaller.bmx:

Strict
Framework brl.blitz

Import pub.win32

Local Library = LoadLibraryA ( "DLLTest.dll" )
If Not Library
  WriteStdout "Library not found!~n"
  Return
EndIf
Local Variable Ptr = Int Ptr GetProcAddress ( Library , "Variable" )
If Not Variable
  WriteStdout "Variable not found!~n"
  Return
EndIf
Variable [ 0 ] = 53
WriteStdout "Variable is " + Variable [ 0 ] + ".~n"
FreeLibrary Library

Extern "Win32"
  Function FreeLibrary ( Library )
EndExtern

The calling instance always needs to use the [0] when accessing the variable. If I remember correctly, it was in version 1.12 or 1.14 where you could write:

Local Variable Var = Var Int Ptr GetProcAddress ( Library , "Variable" )

and then you could access the variable as normal, so "Variable = value" to write and "Variable" to read values, without any need for [0] - but this feature disapeared since version 1.18 I think.

The only thing that can't be exported from dlls are types and objects, the problem is that the type would either exist twice, once in the dll and once in the main programm, or the caller couldn't access the object's fields and methods because it has no declaration of the types.

P.S.: I'm sorry, I've forgotten to tell you about copying the dllcrt2.o file, but Khomy Prime explained it perfectly.