I'm not sure from this post whether you are implementing or consuming the DLL that supports IAudioSessionEvents. If you're consuming this DLL, then you can register the component using the comment line utility regsvr32. To register use:
regsvr32
To unregister:
regsvr32 /u
regsvr32 should be on your path, so this command will work from any directory.
If you are implementing the DLL in question, then you must provide an implementaion of the DllRegisterServer and DllUnRegisterServer functions. These functions must set up and clean up registry entries for your component. The purpose of the registry entries is to provide a ProgID, map it to a CLSID, and provid interface ID for the interfaces that the component supports. For example, the interface ID for IAudioSessionEvent. If you're implementing the DLL, you'll have to provide code to perform all of these tasks.
Note: these functions are called by regsvr32 in order to register the component.
If very unusual to actually write this code, generally you'll want to use a framework like ATL, which takes care of the busywork for you. It is a good exercise to write this code at least once if you really want to know COM from the ground up.