DLL files in the flight sim

Hello guys
i saw many addons like FSUIPC that use a DLL i mean it runs with a DLL ( the programme is in the DLL ) ;P

i know that DLL files ( at least in C# ) include classes / fonctions / variables / structers ........

but in the flight sim : what can a DLL contain ? i mean how to make a programme that runs inside the DLL instead of EXE
and what is the diffrence ?

hope you can answer me thnx in advance :)

( note : i use C# )