Hey Alessandro,
1) Do you want to include the DLL in Delphi (and then from your Delphi-Dll to 3D-Gamestudio?) or do you directly want to include the DLL to Lite-C?
2) Delphi Engine Plugin SDK:
http://server.conitec.net/down/sdk_delphi_660.zip - Including a Manual how to use Delphi DLL's. Sadly the SDK is for A 6.60 and therefore a little bit outdated
3) C++ Tutorial how to use a DLL can be found in the manual (
http://www.conitec.net/beta/acknex.htm ) under "Gamestudio SDK - Plugin SDK")