cmake_minimum_required(VERSION 3.4)

project(FooBar)

file(WRITE myexe.cpp [[
__declspec(dllimport) void foo();
int main() { foo(); }
]])

add_executable(myexe myexe.cpp)
target_link_libraries(myexe PRIVATE mylib)

file(WRITE mylib.cpp "__declspec(dllexport) void foo() {}")
add_library(mylib SHARED mylib.cpp)

set_property(TARGET mylib PROPERTY DEBUG_POSTFIX d)