Hey!

I would recommend you to take a look at 'Gamestudio SDK -> Plugin SDK -> First lesson' in the manual.
Here is the link:
Plugin SDK: Getting started

Another thing I had to face myself (since it was my first time ever dealing with .dll and visual studio) is:
- you need to make sure that the path to the acknex folder and other used libraries are correct (can be done in solution properties (had to translate from Russian))
- when building .dll before sharing with other people don't forget to select 'release' instead of 'debug' configuration for building solutions (otherwise it won't work on other pcs)

I faced all this when I was adding my changes into the physX plugin. It already had it's paths to the acknex set and they were different to mine, so I couldn't build the solution.

Best regards.