You can't make standard Windows DLL from VB6. (atleast not easily)

Here is a tutorial on Create an ActiveX dll. It may help you.

You can put anything you want in the dll. I would recommend to putt the functions you don't frequently need. When you need the function, create an instance of the objet that you need from that dll and when you are done with it, destroy the object. This will save memory.
VB Code:
  1. Dim myObj As MyDll.Object1
  2. Set myObj = New MyDll.Object1
  3. ' ... ... ... ...
  4. Call myObj.SomeMethod()
  5. ' ... ... ... ...
  6. Set myObj = Nothing