1、给程序添加ATL支持。
      右键->New ATL Object
2、实现IDispEventImpl 接口。
//EventSink.h
#import "..\Server\Debug\Server.exe" raw_interface_only,no_namespace,named_guids
class  CEventSink :
public IDispEventImpl<0, CEventSink,&DIID__IObjEvents,&LIBID_SERVERLib, 1, 0>
{
public:
CEventSink()
{
}
public:
BEGIN_SINK_MAP(CEventSink)
  SINK_ENTRY_EX(0, DIID__IObjEvents, 1, cbFunc01)
END_SINK_MAP()
STDMETHOD(cbFunc01)();
};

//EventSink.cpp
#include "stdafx.h"
#include "EventSink.h"
STDMETHODIMP CEventSink::cbFunc01()
{
AfxMessageBox("called by Event from dll Server !");
return S_OK;
}

3、连接对象
// ClientDlg.cpp : implementation file
//
#include "EventSink.h"

void CClientDlg::OnButton1()
{
// TOD Add your control notification handler code here
::CoInitialize(NULL);
{
  IObjPtr pObj;
  CEventSink *pEventSink= new CEventSink;
  pObj.CreateInstance(__uuidof(Obj));
  pEventSink->DispEventAdvise(pObj);
  pObj->Func01();
  pEventSink->DispEventUnadvise(pObj);
  delete pEventSink;
}
::CoUninitialize();
}