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I'm planning on making a DLL to export information and output a special file.
Is it a possibility that I could make an Output to call a DLL Function?
Technically, you can mostly do this with Hero Lab. However, we haven't documented it anywhere, since we need to also document the file format that is provided as input. The file format is going to be massively changing in V3.7 when we add the ability for users to wholly customize output. So there's no point trying to implement anything like this at the moment.
Once we release V3.7, you'll be able to write your own EXE that will receive a standardized XML format file as its input. You can then generate whatever output you want via the EXE. Your external program will be able to be integrated into Hero Lab via the File->Output Extensions menu.