c++ - Static libraries, dynamic libraries, DLLs, entry points, headers ... how to get out of this alive?

Question

I recently had to program C++ under Windows for an University project, and I'm pretty confused about static and dynamic libraries system, what the compiler needs, what the linker needs, how to build a library ... is there any good document about this out there? I'm pretty confused about the *nix library system as well (so, dylibs, the ar tool, how to compile them ...), can you point a review document about the current library techniques on the various architectures?

Note: due to my poor knowledge this message could contain wrong concepts, feel free to edit it.

Thank you

Feel free to add more reference, I will add them to the summary.

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References

Since most of you posted *nix or Windows specific references I will summarize here the best ones, I will mark as accepted answer the Wikipedia one, because is a good start point (and has references inside too) to get introduced to this stuff.

Program Library Howto (Unix)

Dynamic-Link Libraries (from MSDN) (Windows)

DLL Information (StackOverflow) (Windows)

Programming in C (Unix)

An Overview of Compiling and Linking (Windows)

Answer 1

Start with Wikipedia - plenty of information there, and lots of links to other useful resources.

P.S. But perhaps it would be better to just ask a specific question about the problem you're currently having. Learning how to solve it may go a long way to teaching you the general concepts.