For that you could use the MATLAB Coder.
To to what you want you should set the target to C/C++ Dynamic Library in the project. Another thing that you need to remember is that the generated code must also be built so remember to uncheck Generate code only.
After these steps the DLL should appear in the directory codegen/dll/[project].
I hope it works, probably the following code generates a DLL test for the file test.m
codegen -config:dll test
I hope it helps.