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newbie question about programs written in different languages

some program are written in c++, java, and assembly language. my question is how do you compile code from code written in different language into one executable? and how does one get the code/modules from one language to recognize modules written in another language? i'm confused

please helpa noob out
DLLs in windows =D

Also inline code works with several languages: c++ inline asm, python inline c++, etc.

other operating systems: I haven't the faintest idea ;)
you know any guides to do this on windows?
To work with DLLs?

MSDN:

http://msdn.microsoft.com/en-us/library/ms682589%28VS.85%29.aspx

ANd google is like your uncle. Always spouting off information, you just have to sort through it for the gems.
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