generative modeling for Rhino
Is it possible to make grasshopper component in 'dll' ?
no. If you want Grasshopper to load custom components, they have to be a *.gha file. But GHA is just a DLL with a different extension.
Start Rhino and run the _GrasshopperGetSDKDocumentation command. This should download a chm file that explains a few things about making your own GHA files.