How to make a DLL from cdf_inv.h code?

Hello!

I'm not a programmer of C/C++

I buy cdf_inv.h code and need to compile the cdf_inv.h and create a dll that I can use it in the programming language I use.

What software should I use to compile and make the DLL?

I try MinGW but I only generates a *. H.gch what is a file h.gch?

thanks regards