Getting Started with SKSE Plugin Development
SKSE supports loading mod dll plugins to extend its abilities. Making a DLL plugin mod is more complicated than a standard skyrim mod with the creation kit and papyrus however it allows much greater control of the game. Since 1.07.0 SKSE has had support for adding papyrus functions in a DLL which is what this page will focus on. It does not support dynamically adding additional functions to existing scripts so you need to make a new script type as a wrapper for the new functions and then call them through that. So instead of SomeObjectReference.newFunction(param1, param2) you do NewWrapperScript.newFunction(SomeObjectReference, param1, param2).
This is a quick placeholder to get things started, hopefully others will help format it and fill it out. Zartar wrote up a good guide in one of the SKSE threads that should be a base. http://forums.bethsoft.com/topic/1496168-wipz-skyrim-script-extender-skse/page-4#entry23595441 which should go here. There is more discussion before and after that post that would probably be helpful too.
A few other things that I think were talked about in a different version of the thread: SKSE only builds as is in vs2008 (the same version as skyrim was built in which helps compatibility) but plugins should be buildable in newer. Or at the least you can write in 2013+ and switch to compile them. I think you also need to modify the SKSE solution properties to suit your system for it to work but its been a long time. The function flag kFunctionFlag_NoWait in the example means the function is threadsafe so you probably don't want it. When built in debug mode SKSE has hooks to attach a debugger but it happens before the dll mods are loaded so you won't be able to break in your code that way. It is possible to attach the debugger and use breakpoints in your plugin's code but the only way I know of I don't think is appropriate to discuss as its grey area towards piracy stuff. For debugging I suggest you throw print statements in your plugin and then look at the log.