I took a quick look and it seems that a standard DLL is the interface that deals with exporting a specific structure (SCStudyGraphRef) from a list of functions.
What you will have to do is basically fill this structure with the right information and Sierra Charts will take it from there.
Look at the data definition of the structure and the helper methods used to populate the structure with the correct information and then look at all the functions you have to supply to Sierra Charts (i.e. all the declared functions in your DLL) and then write them.
I don't know what the structures are and how they are used, but essentially the way to start is to get all structures and sub-structures related to this SCStudyGraphRef and look at how Sierra Charts stores data vs how your other original one (e-signal) stores data.
If the documentation is weak, search all the header files directly to get the definitions: they have to exist other-wise you wouldn't be able to compile the custom DLL or use it to do what you need to do.