DLL vs headers

Is there any advantage of .dll files over .h files, or they are not compared that way. Also how do they work and where can I learn to make them?

.dll files and .h files are two different things.

A DLL is an object library that is loaded at run time.
A .h file is a text file that contains declarations for code that is about to be or is already compiled.

A DLL will typically come with a .h file that declares the calling interface to the DLL.

You can lean about DLLs by checking your operating system or linker documentation.
Or goggle it.
Ok I've heard of loading files from memory, but have no idea of implementing it. Can you give me a simple code that demonstrates:
1. Loading a file into memory
2. Reading from a file in memory

Thanks for the help,
What do you mean by "loading files from memory"?
(1.) might mean during the loading phase of program execution. But I know nothing about how to implement that. I just thought the kernel takes care of it for you.

i mean reading from a file, say an image, which has already been loaded to memory. eg: using a function like sf::Bitmap::loadFromMemory()

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