Needs["CCompilerDriver`"]

myLibrary =
  CreateLibrary[{"c:\users\arnoudb\myLibrary.c"}, "myLibrary", "Debug" -> False];

myFunction = LibraryFunctionLoad[myLibrary, "myFunction", {{Real, 2}}, {Real, 2}];

myFunction[{{1, 2, 3, 4}, {5, 6, 7, 8}}]

LibraryUnload[myLibrary];

#include "stdafx.h"

BOOL APIENTRY DllMain(HMODULE module, DWORD reason, LPVOID reserved) {
    return TRUE;
}

extern "C" __declspec(dllexport)
void helloMma(double a, double b, int n, double m[]) {
    for (int i = 0; i < n ; ++i) {
        m[i] = a * i + b;
    }
}

Needs["NETLink`"]

$dllPath = "C:\some\path\to\hellomma.dll";

helloMma = DefineDLLFunction[
  "helloMma", $dllPath, "void", {"double", "double", "int", "double[]"}
]

In[23]:= NETBlock@Module[{n, result}
         , n = 10
         ; result = NETNew["System.Double[]", n]
         ; helloMma[3, 5, n, result]
         ; NETObjectToExpression[result]
         ]
Out[23]= {5., 8., 11., 14., 17., 20., 23., 26., 29., 32.}

val = (<<"!command")

ReadList["!command", Number (*or some other specifier*)]

makeMLinkCodeF =
  StringJoin[
     "#include "mathlink.h"", "n", ##, "n",
     "
     #if WINDOWS_MATHLINK

     #if __BORLANDC__
     #pragma argsused
     #endif

     int PASCAL WinMain( HINSTANCE hinstCurrent, HINSTANCE
            hinstPrevious, LPSTR lpszCmdLine, int nCmdShow)
     {
     tchar  buff[512];
     tchar FAR * buff_start = buff;
     tchar FAR * argv[32];
     tchar FAR * FAR * argv_end = argv + 32;

     thinstPrevious = hinstPrevious; /* suppress warning */

     tif( !MLInitializeIcon( hinstCurrent, nCmdShow)) return 1;
     tMLScanString( argv, &argv_end, &lpszCmdLine, &buff_start);
     treturn MLMain( (int)(argv_end - argv), argv);
     }

     #else

     int main(int argc, char* argv[])
     {
     treturn MLMain(argc, argv);
     }

     #endif"] &;

code =
"
 extern void squareList(int * data, long len);

 void squareList(int * data, long len){
    int *d = data;
    MLPutFunction(stdlink,"List",len);
    while(d-data<len){
        MLPutInteger(stdlink,(*d) * (*d));
        d++;
    }
 }
";

template =
StringReplace[#,"n"~~Whitespace:>"n"]&@
"
void squareList P((int *, long));

:Begin:
:Function:       squareList
:Pattern:        squareList[data_List]
:Arguments:      { data }
:ArgumentTypes:  { IntegerList }
:ReturnType:     Manual
:End:

";

Needs["CCompilerDriver`"];

fullCCode = makeMLinkCodeF[code];
projectDir = "C:\Temp\MLProject";
If[! FileExistsQ[projectDir], CreateDirectory[projectDir]]
pname = "squareList";
files =
 MapThread[
    Export[FileNameJoin[{projectDir, pname <> #2}], #1, "String"] &,
    {{fullCCode, template}, {".c", ".tm"}}];

In[19]:= exe=CreateExecutable[files,pname]
Out[19]= C:UsersArchieAppDataRoamingMathematicaSystemFilesLibraryResources
  Windows-x86-64squareList.exe

In[20]:= Install[exe]
Out[20]= LinkObject["C:UsersArchieAppDataRoamingMathematicaSystemFiles
LibraryResourcesWindows-x86-64squareList.exe",10,8]

In[21]:= squareList[Range[5]]
Out[21]= {1,4,9,16,25}


In[23]:= Uninstall[exe]
Out[23]= C:UsersArchieAppDataRoamingMathematicaSystemFilesLibraryResources
Windows-x86-64squareList.exe