On Windows, C++ plug-ins must export their callback functions from the plug-in DLL. To export a function from a DLL, add the SICALLBACK macro to the function definition:

SICALLBACK MyCommand_Init( CRef& in_ctxt )
{
	//...
}

SICALLBACK is defined in sicppsdk.h. On Windows, this macro resolves to:

extern "C" __declspec(dllexport) XSI::CStatus

and on Linux to:

extern "C" XSI::CStatus