How to integrate a shared library to generate an image

We are trying to integrate a external test application (simple hellow world application) to openwrt.We are able to cross compile and move the exe to the openwrt running VMbox. Now our query is we want to modify our source code and generate a .so and how do we share/integrate this .so file. what chnages in make file would help this out. How do we integrate the .so to reflect the chnage in the box