To expose a third-party DLL with C++ classes globally to Unreal projects, create a module in Unreal’s build system. Use include directives in the header files of the DLL classes, and ensure proper linkage with Build.cs. Implement UCLASS and UFUNCTION macros to expose the C++ classes and methods to Unreal’s reflection system. Finally, configure the *.uproject file to include the DLL as a dependency, ensuring it’s loaded at runtime.