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I know a .so file is a shared library file similar to a .dll file in windows, but what about a .lo file?
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The '.lo' file is a library object, which may be built into a shared library, and the '.o' file is a standard object file. The .lo file is the libtool object, which Libtool uses to determine what object file may be built into a shared library.
A shared library(. so) is a library that is linked but not embedded in the final executable, so will be loaded when the executable is launched and need to be present in the system where the executable is deployed.
A file with the . SO file extension is a Shared Library file. They contain information that can be used by one or more programs to offload resources so that the application(s) calling the SO file doesn't have to actually provide the file.
so files used by an application must be available on the runtime system. Other systems (again typically Windows) use . dll (dynamic link library) for the same purpose. It is perhaps useful to understand that .o files are linked before object code in .
.o object (contains compiled code)
.lo library object (contains information for building a .so with `libtool`)
.so shared object (indeed compareable to a DLL)
.ko kernel object (usually kernel modules)
See http://www.delorie.com/gnu/docs/libtool/libtool_8.html
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