I'm creating licenses using my own external key generator as an EXE file. I have seen that my key generator (.EXE) depends on WinLicenseSDK.dll to work. Is there any way to avoid the linking with WinLicenseSDK.dll?

The key generation code is implemented inside WinLicenseSDK.dll, that's why you need to have WinlicenseSDK.dll along with your key generator to work.

The key generator functions are different from the Trial/Registration APIs that WinLicense offers. The Trial/Registration APIs do not require WinLicenseSDK.dll once that the application is protected, because WinLicense redirects those APIs to its internal protection code to make the real work, so you can deliver your protected application to your customers without shipping WinLicenseSDK.dll.

If you don't want to link with WinLicenseSDK.dll, probably because you are using an external company service to generate licenses for your protected application, we have a C ANSI source code generator that you can easily compile to generate licenses for your protected applications. Of course, the C ANSI code does not require the WinLicenseSDK.dll to work and you can compile it to work under any platform. This C ANSI code is available for any of our customers who request it.