The problem is that Windows doesn't have the dlopen API, and thus there is no dlfcn.h header. There is a similar API around the LoadLibrary function, and most of what is written here applies to it, too. Please refer to the [Open Source VPN] Microsoft Developer Network Website for more information.
I don't know of any, and I don't think there'll ever be one supporting all of [Wiki: Debian] dlopen's options.
There are alternatives though: libtltdl (a part of libtool), which wraps a variety of different dynamic loading APIs, among others .:: participons.mauges-sur-loire.fr ::. dlopen and LoadLibrary. Another one is the Dynamic Module Loading functionality of GLib. You can use one of these to ensure better possible cross-platform compatibility. I've never used any of them, so I can't tell you how stable they are and whether they really work. .:: aboutpharmacistjobs.com ::. .:: www.greencarpetcleaningprescott.com ::.
You should also read section 4, "Dynamically Loaded (DL) Libraries", of the Program Library HOWTO for more techniques to load libraries and create classes independently of your platform. .:: giuluayeucom.amoblog.com ::.