First you need to know if this is a .net dll file, a COM component or a native win32 dll file.
You can easily add a reference to .net and COM dll files from References->Add
If it's a native dll then you need to know which function you want to import and the prototype of the function (the name, parameter list and their types, return type).
You can use a tool such as Depends.Exe located
Visual Studio .NET Folder\Common7\Tools\Bin
which will list all the exported functions for native dlls. However, it doesn't give you the list of parameters! So you need the documentation for the dll to be able to use it's functions.
For example:
the lstrcat function in kernel32.dll would be imported like this:
[DllImport("kernel32.DLL")] private static extern int lstrcat
([MarshalAs(UnmanagedType.LPTStr)] string lpstring1,
[MarshalAs(UnmanagedType.LPTStr)] string lpstring2);