You don't create a DLL from a solution (or even an EXE file) - you create these from a Project within a solution.
So a Solution may contain three Projects, which generate an EXE and two DLL files.
To create a DLL from a project is easy: Add the Project to your Solution by right clicking the solution name in the Solution Explorer pane and selecting "Add...New Project...". In the resulting dialog, select "Class Library" from the middle panel and give it an appropriate name. Press OK.
When you build the project (or solution) the DLL file will be created automatically. (You may want to add a reference to the DLL project in any EXE project in order to use the classes and methods you create)
"OriginalGriff, but where are these DLL files? As I mentioned, I just want to move whichever DLL or executable file I need to a hosting site where the user can simply go to a particular URL and the file will be executed and it'll be run.
Thanks"
If you are genuinely talking about URLs (and hence a location on the internet) then that's rather more complex - the user can't run a file on a remote computer as easily as on his own (if nothing else to stop malicious running of programs you don't want run by people you don't want to run them!). Instead, programs are run on URLs via websites - which isn't difficult to arrange, but needs a different way of thinking.
If you are just using the term "URL" wrong, and the user can navigate to the folder in which the file will be contained, then a "normal" exe file will be created in your Solution folder under a directory structure. So, if your Solution is called "MyWallet" and it is created in "D:\MyProjects", with an EXE Project "MyExe" and a DLL project "MyDLL" then:
D:\My Projects\MyWallet\MyExe\bin\Debug
Will hold the debug EXE file
D:\My Projects\MyWallet\MyExe\bin\Release
Will hoild the release version.
And
D:\My Projects\MyWallet\MyDLL\bin\Debug
D:\My Projects\MyWallet\MyDLL\bin\Release
Will hold the same for the DLL files.
If you aren't sure where these paths are in your system, then:
1) Right click your project name in VS and select "Properties".
2) Look at the "Build" tab, and near the bottom is the "Output Path".
3) Press the "Browse" button and a Windows Explore window will open letting you see the path.