1.exe:
#define CONSOLEAPP
using System;
namespace ClientConsoleTest
{
    class Program
    {
        static void Main(string[] args)
        {
            OtherLib.Do();
        }
    }
}

OtherLib.dll:
namespace OtherLib
{
    public static class Game
    {
    public static void Do()
        {
#if !CONSOLEAPP
                Console.WriteLine("hmm");  //WHY IT RUN?
#endif
    }
    }
}