I already know how to make a DLL with GoAsm but I want to use it after with DEV-C++, and for that I need the .lib file wich is not created with GoAsm
You can use Microsoft's or Pelle's lib.exe or polib.exe respectively to build a lib file from the obj files that GoAsm generates. You may have to watch your naming conventions but I have built libs without any problems. There is a section in the GoAsm (or GoLink?) manual explaining how to make lib files.