Qt is simpler to set up and drive than Wx, in my experience. It's very cross platform too.
If you want to render some graphics from inside your DLL function without passing in any pointers to QImage or QWidget type things, probably the thing to do is use OpenGL. Your DLL should just render to the current OpenGL context, which is global state and can just be setup outside the DLL (maybe using QGLWidget).
Update: Ah, I just noticed your edit re not being able to modify the host code. This is a problem: any windows you create really need to be plugged into the host apps' event loop to work properly (e.g receive WM_PAINT when exposed/resized). It's certainly possible in win32 for any old code (e.g your library) to just CreateWindow and draw its contents with GDI whenever it gets the chance, but the general window behaviour may be pretty broken (it may not work at all with Vista's double buffering; I haven't tried). What I typically find easiest in this situation is simply to dump out image files and review then afterwards with image viewer of choice. IMHO this is actually more useful for debugging than a "live" window because you can step backwards and forwards, zoom in, apply image-enhancement to highlight various issues, compare against previous runs for regression testing etc etc. (If you really want the "live" views, write an image displayer which monitors a directory for new images, or streams them through a named pipe or something).