MinGW is not only available on Kali, of course, but also on Windows. Compiling a DLL is very similar.
MinGW is installed in folder C:\msys64 on my machine.
To compile 64-bit executables, you need to start the 64-bit shell first: launch C:\msys64\mingw64.exe
Then you can compile the DLL:
gcc -shared -o DemoDll-x64.dll DemoDll.cpp
For 32-bit executables, it’s the 32-bit shell: launch C:\msys64\mingw32.exe
Then you can compile the DLL:
gcc -shared -o DemoDll-x86.dll DemoDll.cpp
It’s also possible to start the shell and compile from a BAT file:
call C:\msys64\msys2_shell.cmd -mingw64 -here -c "gcc -shared -o DemoDll-x64.dll DemoDll.cpp" call C:\msys64\msys2_shell.cmd -mingw32 -here -c "gcc -shared -o DemoDll-x86.dll DemoDll.cpp"