Shared library does not build both dll and .lib

[mattiascibien]

Hello, when testing the library today I have noticed that under Visual Studio 2015 when configuring with BUILD_SHARED_LIBS no lib is generated. This happens when the project does not have any kind of dllexport in the code.

I use a cross-platform way to do exports in one of my projects (link). I am going to work on this in the following days and submit a PR. But I do not know which are the things that should be exported from this lib.