To compile the DLL, header files from both Code\CryEngine\CryCommon and Code\CryEngine\CryAction are required. STLport should be used if the rest of the engine is compiled using it.
It's possible to instruct CryENGINE to load any specific Game DLL by setting the sys_dll_game console variable inside system.cfg. It is not possible to switch to a different DLL during run-time.