I know that mingw creates a dll file under windows which can be used to create an exe file. We can execute this exe file in windows. I am working on a cuda project under Linux, but have to deliver the product for Windows as well. Is it possible to generate a dll file using some sort of method under windows?
On windows, MinGW is not supported for CUDA development. The only compiler which is officially supported by CUDA is cl.exe which ships with Microsoft Visual Studio.
More details can be found in System Requirements section of CUDA Getting Started Guide.
Here is an MSDN tutorial which describes how to create a C++ DLL using Visual Studio.
For compiling CUDA kernels, you would have to add CUDA Build Rules in the Build Customizations section of the Visual Studio DLL project.