question about "R get vector from C"

Dear ALL-R helpers,

I want to let R get vector from c ,for example :numeric array ,vector .I 
saw some exmple like this :
/* useCall3.c                                    */
/* Getting an integer vector from C using .Call  */
#include <R.h>
#include <Rdefines.h>

SEXP setInt() {
  SEXP myint;
  int *p_myint;
  int len = 5;
  PROTECT(myint = NEW_INTEGER(len));  // Allocating storage space
  p_myint = INTEGER_POINTER(myint);
  p_myint[0] = 7;
  UNPROTECT(1);
  return myint;
}

then type at the command prompt:
R CMD SHLIB useCall3.c
to get useCall3.so
In windows platform ,how can I create right dll to let dyn.load use
and for .c ,.call ,external ,what are the differece? which one is better 
for  getting vector from C?

question about "R get vector from C"

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