Hi Elias,
the loadlibrary function is part of Matlab (which in turn uses a Windows API function with the same name), so you won’t find it in the EyeX headers. Matlab does have some good documentation and there are probably plenty of examples of people using C APIs from Matlab out there.
Both the MEX approach and the loadlibrary approach should be possible. I would probably go for the loadlibrary approach myself.
good luck!