The DLL that you are building contains your Ada code as well as all the routines in the Ada library that are needed by it. The first thing a user of your DLL must do is elaborate the Ada code (Elaboration Order Handling in GNAT).
To achieve this you must export an initialization routine (Initialize_API in the previous example), which must be invoked before using any of the DLL services. This elaboration routine must call the Ada elaboration routine adainit generated by the GNAT binder (Binding with Non-Ada Main Programs). See the body of Initialize_Api for an example. Note that the GNAT binder is automatically invoked during the DLL build process by the gnatdll tool (Using gnatdll).
When a DLL is loaded, Windows systematically invokes a routine called DllMain. It would therefore be possible to call adainit directly from DllMain without having to provide an explicit initialization routine. Unfortunately, it is not possible to call adainit from the DllMain if your program has library level tasks because access to the DllMain entry point is serialized by the system (that is, only a single thread can execute 'through' it at a time), which means that the GNAT run time will deadlock waiting for the newly created task to complete its initialization.