To use dll files inside U++ you can use dli files.
Actually, it not always makes sense to use .dli. You should .dli only if you need dynamic loading, means if your application is supposed to work without .dll as well.
If you always need .dll, as is most likely the case here, simply add import .lib in the package organizer. You can check e.g. CtrlCore in package organizer to see how is that done..