I have a few mathematical simulations in unmanaged C++ and now I need to integrate them with Excel (so that it is possible to call the functions from Excel and get the values b
Starting out with the SDK can be a bit unpleasant. I'd suggest you try one of the toolkits:
Of course for managed code, or to make a C# wrapper that calls your unmanaged C++ code from .NET UDFs, you'd use Excel-DNA (http://exceldna.codeplex.com).