Assuming the DLL is located in a path that the editor can consistently find (that is you can do "dload mydll.dll" without specifying the path) then the most likely issue is how you are exporting the functions in that DLL.
I am going to assume you are using vsDllExport(), as done in the sample DLL. But, are you qualifying the functions with the DLL name, such that when the functions are called, SlickEdit can detect which DLL is needed and dynamically load it?
Example:
vsDllExport("int mydll:myFunction(int,VSPSZ,VSPSZ)",0,0);