If I do this in Linux (Ubuntu Gutsy, 0.9.22 Lazarus, 2.0.4 FPC):
1) Menu File -> New... -> Project -> Library, click OK
2) Menu Project -> Compiler Options -> Code -> Target Platform -> Target OS, select Win32, click OK
3) Build (F9)
I get the error message:
/usr/bin/fpc-i386-win32-dlltool: Unable to open object file:
Apparently the object file name referenced after the colon is blank, so no wonder it can't be found, but why is it blank?
Testing the same scenario in a native Windows Lazarus (without specifying the Target OS) builds the DLL without errors.
Bill