A: 

Unless I'm mistaken, you don't seem to be giving your class a name. You made ConnectMe not a class name but a macro to export your class, but your class should have a name

Maybe try

#define EXPORT_IT __declspec( dllexport )

namespace ConnectHttps
{
    class EXPORT_IT ConnectMe
    {
        void GetUrl(char *url, unsigned int bufferLength);
    };
}

Also I'm not 100% sure of this because I don't have access to a compiler at the moment, but typing:

namespace ConnectHttps {
    ...
}

In your .cpp file isn't correct. Instead you should have:

void ConnectHttps::ConnectMe::GetUrl(char* url, unsigned bufferLength)
{
    MyConnectionClass initSec;
    string response = initSec.GetResult();
    strncpy_s(url, bufferLength, response.c_str(), response.length());
}
robev
Thank you for your fast answer... you are #1
Java Dude