callback from DLL functions

I have C++ console application which is statically linked to socket library to communicate with socket clients. My console application loads several DLLs(modules) and calls DLL functions. Assume I have 2 DLLs. 1st DLL will fetch available devices in the system along with device properties. 2nd DLL will fetch all installed applications and related information. Fetching these details may take little time. So I need to notify client about the status like fetching multimedia devices, storage devices, bluetooth devices, network devices and etc. Its kind of progress. Similarly for 2nd DLL. I have not linked my socket library to the DLLs so that I cannot update the status to client directly. As of now, my console application send information to client once dll function executed completely. Is there any way to update the caller from DLL function in between(before function execution complete). callback mechanism can be used here?