Thank you all for the answers. I finally found out how to sucessfully load the library. Please see the script line below:
The last 'includepath' refers to necessary matlab setup directory include files.
coder.loadlibrary('PIDdll_win64', '.\PIDdll_ert_shrlib_rtw\PIDdll.h',...
'includepath','.\PIDdll_ert_shrlib_rtw','includepath',fullfile(matlabroot,'simulink','include'));