Please be more specific ... what type of DLL function? What are you trying to do?
C++ DLLs can be used in user compiled models, but you can't use C++ libraries from AEL.
In the ADS online help, search for "user compiled models"
Also, there is an example in the ADS examples: $HPEESOF_DIR/examples/Tutorial/UserCompiledModel_wrk
With AEL you can use the **broken link removed** function to execute any executable file, batch file or shell script. You simply use AEL to define the command line string that need to be executed and there are setting to cause AEL to pause and wait for a return value if required.