This is of topic, don't shoot me please.
Could someone post or pm a list where you explain what DLL, VS, Dev C++, SDK and IDE are?
A DLL is a file which executable files call functions from; these can be informational, or functions which do specific things. Direct-X for example is programmed into DLL files, which the Construct Runtime calls functions from. Every plugin created via the SDK is a DLL file.
The SDK is a bunch of C++ files which creates a DLL file compatible with Construct and the runtime.
VS is Visual Studio, the program which compiles the SDK source files and creates a DLL file. It's basically a text editor with syntax hilighting, a resource editor (to set up dialogs, icons, etc).
So basically, you use Visual Studio to edit and compile the SDK source files, which creates a DLL, or plugin.