I would like to know if including atlbase.h in my c++ project will make the compiled application to have a dll dependency or something like that.
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It depends. The Project Configuration in the IDE has a setting to tell whether your ATL project should link to ATL statically or dynamically. This affects only a small part of ATL though — most of it is templates, so including the header in your code is all that’s needed. There are a few bits and pieces that can/do go in a library though, and the setting will govern whether those come from a DLL or a static library.