A CSP DLL is created just as any other DLL. Because this procedure is adequately explained in Windows programming books, it is not discussed here.
Every CSP DLL must export all of the CryptoSPI functions. If the CSP does not support a particular function, the function should return the E_NOTIMPL error code. This is a fairly common situation; for example, a CSP that just does signature verification will not support the data encryption functions.