This is off-topic here (read the posting guide). You would probably proceed 
most effectively by studying how GCC interacts with VS object code, e.g. [1], 
and studying the Writing R Extensions manual.

[1] 
http://stackoverflow.com/questions/8683046/compatibility-of-dll-a-lib-def-between-visualstudio-and-gcc
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Sent from my phone. Please excuse my brevity.

On February 20, 2015 9:11:45 PM PST, Alex Restrepo <alex_restr...@hotmail.com> 
wrote:
>All, 
>
>I'm a newbie to R and am interested in seeing a simple example of
>calling a 3rd party Visual Studio generated DLL from RStudio.  Does
>anyone have a simple example which also walks through the preliminary
>steps of setting up the INCLUDE path and the library path to either a
>DLL or LIB file ?  I have tried to find an easy example, but thus far
>has no luck finding an example using Rcpp to communicate to a 3rd party
>visual studio DLL. 
>
>Many Thanks in Advance, Alex
>______________________________________________
>R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

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