can ATL dll take a class object as parameter?

Why should it be impossible ? :)

class B;

class A
{
...
public:
  A(B* pB);
...

--
When you will have to transport class instances by an interface -
you could define a function like TakeData(IStream* pStream) :)

The caller could create an IStream associated with COleStreamFile,
serialize any object(s, collections) in to the file
and pass the detached IStream* to the interface function :)

Of course the server must know the trasported objects
and their serializing methods... :)