It looks like this is not a .NET assembly but a native (unmanaged) DLL. There are no "steps" to help you.
You need to have profiles of all functions and learn P/Invoke. Start from here:
http://en.wikipedia.org/wiki/P/Invoke[
^],
http://msdn.microsoft.com/en-us/library/Aa712982[
^].
Read this CodeProject article:
Essential P/Invoke[
^].
Doing it for your API can be very easy or very difficult. It depends on complications like incompatible types, callbacks, etc. The problems can range from trivial translation into C# to creation of custom marshaller.
There is an alternative approach which is especially good if you have a static link library. You can create a mixed-mode (managed+unmanaged) C++/CLI DLL. You can mix C++ with C++/CLI and wrap all native calls to your native DLL into .NET C++/CLI "ref" classes. The obtained executable can be used like a regular .NET assembly and referenced by your C# assembly.
—SA