Thanks Eric for your response.
Initially I was including using "options.h" in my application, after initial failure I tried with "user_settings.h" as well but still observed the same error.
I compiled wolfssl solution "wolfssl64.sln" in visual studio 2019 with c++17. I am compiling DLL Release and DLL Debug configuration. I have also compiled libcurl with same configuration.
Some macros which my application is using was not added in openssl/ssl.h, so I added those macros in openssl/ssl.h like
# define DTLS1_MT_HELLO_VERIFY_REQUEST 3
# define SSL_CTRL_SET_MSG_CALLBACK 15
# define SSL_CTRL_SET_MSG_CALLBACK_ARG 16
I am getting below error while building my application
1>****.obj : error LNK2001: unresolved external symbol wolfSSL_CTX_callback_ctrl
1>****.obj : error LNK2001: unresolved external symbol wolfSSL_CTX_ctrl
1>****.dll : fatal error LNK1120: 2 unresolved externals