The idea behind an IDE is that it should allow you to 'follow your nose'. Hopefully Plato, which is modelled on Visual Studio, allows you to do this to a large extent.
Basically you use the menu items to create a project (following the given prompts on the way) and then 'Build' the executable or DLL by clicking on one of the toolbar buttons.
The FTN95 help file provides sections on getting started with both Visual Studio and Plato.
The choice between making an executable or DLL is based on your response to options when creating a project.
Subroutines can be placed anywhere, in various files or just one if you prefer. The linker joins everything together but again, this is all automatic if you create a project in Visual Studio or Plato.
The interoperability of FTN95 with C is described in the FTN95 help file. Basically you need to find out how to create the interface from FTN95 Fortran. The given .ins files in the INCLUDE folder give you a clue.
C/C++ code can be written in files separate from Fortran in a Plato project (not sure about Visual Studio here). Then, provided you have the correct interface in your Fortran code, the linker (and IDE) will do everything for you.