I have this pieces of code:
class DLL_API MyClassWrapper
{
private:
    MyClass * m_myClass;
public:
    MyClassWrapper(SIZE inputSize);
    ~MyClassWrapper();
     inline int OutputSize();
}
typedef  std::shared_ptr<MyClassWrapper> MyClassWrapperPtr;
extern "C"
{
     DLL_API MyClassWrapperPtr CreatreMyClassWrapper(SIZE inputSize)
     {
          return std::make_shared<MyClassWrapper>(inputSize);
      }
}
But it doesn't work, with error:
Error   1   error C2526: CreatreMyClassWrapper: C linkage function cannot return C++ class 'std::shared_ptr<_Ty>'   
I understand the problem, but how can I fix it?
The options that I can see are:
1- Don't pass a shared pointer. which means that DLL user should delete the pointer after they used it.
2- Don't use extern "C" : which means that I must use mangled names.
Is there any other solution?
Straight to the point, to return C++ object from C function - just returns it via output arguments:
extern "C"
{
     DLL_API void CreatreMyClassWrapper(SIZE inputSize, SomeClass* outputPtr)
     {
          *outputPtr = SomeClass(....);
     }
}
In your example SomeClass == MyClassWrapperPtr, so:
extern "C"
{
     DLL_API void CreatreMyClassWrapper(SIZE inputSize, MyClassWrapperPtr* outputPtr)
     {
          *outputPtr = make_shared<MyClassWrapper>(inputSize);
     }
}
Consider however to change your interface a little, because in current shape you need to be sure that your applications and DLLs shall use the same compiler, linker, settings, libraries...*
You might want to export Create and Delete from your DLL to be sure memory management will occur in your DLL (this is based on this answer:
DLL
extern "C"
{
     DLL_API MyClassWrapper* CreateMyClassWrapper(SIZE inputSize)
     {
          return new MyClassWrapper(inputSize);
     }
     DLL_API void DeleteMyClassWrapper(MyClassWrapper* wrapper)
     {
          delete wrapper;
     }
}
Application
     shared_ptr<MyClassWrapper> myClassWrapper(CreateMyClassWrapper(inputSize), 
                                               DeleteMyClassWrapper);
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