Zorro does not have a DLL broker interface yet, but it's on our to do list. However you can already implement the IB API through the "broker" script function.

http://zorro-trader.com/manual/en/brokers.htm

This is a limited interface, but it should be sufficient to send buy and sell commands to your broker. The price data must be received the usual way from a FXCM demo account.

For accessing your DLL through the "broker" function, use the lite-C DLL interface:

http://zorro-trader.com/manual/en/litec_api.htm