Yes - there is not need to build your module inside the dnn sln.

But for what its worth - if it were me - I would NOT go down the .dll part while you are learning about developing modules.
The compile/debug workflow is time consuming and simply not needed.

You can build your module inside a dnn website project - NOT INSIDE THE SOLUTION - by opening a running instance of your test site in Visual Studion and simply adding the files into the DesktopModules folder - and then letting asp.net compile them dynamically - you can then also live debug without the downtime required for recompile and restarts of the application runtime.

Down the track you can of course still move this coding into its own solution and compile it if you need to distribute to 3rd parties.

Westa