How can I include a C++ dll in the .apk file

Unity has extensive support for Plugins, which are libraries of native code written in C, C++, Objective-C, etc. Plugins allow your game code (written in Javascript, C# or Boo) to call functions from these libraries. This feature allows Unity to integrate with middleware libraries or existing C/C++ game code.

Note: On the desktop platforms, plugins are a pro-only feature. For security reasons, plugins are not usable with webplayers.

In order to use a plugin you need to do two things:-

Write functions in a C-based language and compile them into a library. Create a C# script which calls functions in the library. The plugin should provide a simple C interface which the C# script then exposes to other user scripts. It is also possible for Unity to call functions exported by the plugin when certain low-level rendering events happen (for example, when a graphics device is created), see the Native Plugin Interface page for details.

Here is a very simple example: C/C++ File of a Minimal Plugin:

  float FooPluginFunction () { return 5.0F; } 

C# Script that Uses the Plugin:

 using UnityEngine;
 using System.Runtime.InteropServices;
 
 class SomeScript : MonoBehaviour {
 
    #if UNITY_IPHONE || UNITY_XBOX360
    
    // On iOS and Xbox 360 plugins are statically linked into
    // the executable, so we have to use __Internal as the
    // library name.
    [DllImport ("__Internal")]
 
    #else
 
    // Other platforms load plugins dynamically, so pass the name
    // of the plugin's dynamic library.
    [DllImport ("PluginName")]
     
    #endif
 
    private static extern float FooPluginFunction ();
 
    void Awake () {
       // Calls the FooPluginFunction inside the plugin
       // And prints 5 to the console
       print (FooPluginFunction ());
    }
 }

Note that when using Javascript you will need to use the following syntax, where DLLName is the name of the plugin you have written, or “__Internal” if you are writing statically linked native code:

 @DllImport (DLLName)
 static private function FooPluginFunction () : float {};

Creating a Plugin

In general, plugins are built with native code compilers on the target platform. Since plugin functions use a C-based call interface, you must avoid name mangling issues when using C++ or Objective-C.

For further details and examples, see the following pages:

http://docs.unity3d.com/Manual/PluginsForAndroid.html

DLL is a windows specific type of shared library. For Androif you'll have to compile your native code into an .so yourself - Unity looks for the appropriate type of library based on the runtime platform. I cannot load windows specific libraries on any other system.

Aside from the answers already posted, you can export your project as a 'Google Project' and import it to eclipse (or equivalent)

Android has the NDK for download which is for that very purpose, of creating and using native code plugins.