Not all "interpreters" are written in C/C++. And we don't usually say "interpreters" because most implementations (maybe all of them?) compiles the code, sometimes to C code, sometimes to bytecode, or even directly to assembly.
If you want to see the C / C++ source code of an implementation, you'll want to take a look at ECL or Clisp (google and you'll find them). Clisp should be more implemented in C because it compiles code to bytecode. OTOH, half of ECL is written in lisp itself, only a minimal core is implemented in C.
The only implementation that has a .dll interpreter is ECL. All the others are programs.
But you don't need either if you want to be able to use C or C++ code (libraries). You can create an interface to a C library using CFFI; the program swig might help you to create the interface, but you need to learn how to use CFFI first.
By the way, if you want to learn CL, take a look at http://www.gigamonkeys.com/book