struct IC_API Infinity::IEventManager {
	virtual INFINITY_VOID	INFINITY_CALL	AttachEventListener(INFINITY_GUID EventID, EventCallback_t f) = 0;
	virtual INFINITY_VOID	INFINITY_CALL	DetachEventListener(INFINITY_GUID EventID, EventCallback_t f) = 0;			//maybe with std::find?
	virtual INFINITY_VOID	INFINITY_CALL	TriggerEvent(IEvent *e) = 0;
};

class CEventManager : public Infinity::IEventManager {
public:
	CEventManager() {}
	~CEventManager() {}

	//GUID comparison functor
	typedef struct {
		bool operator()(const INFINITY_GUID &left, const INFINITY_GUID &right){
			if(left.Data1 < right.Data1) return true;
			if(left.Data2 < right.Data2) return true;
			if(left.Data3 < right.Data3) return true;
			for(register size_t i = 0; i < 8; i++)
				if(left.Data4[i] < right.Data4[i]) return true;
			return false;
		}
	} GUIDComparer;

	virtual INFINITY_VOID		INFINITY_CALL	AttachEventListener(INFINITY_GUID EventType, Infinity::EventCallback_t f){
		//Just insert it
		event_map[EventType].insert(f);
	}

	virtual INFINITY_VOID		INFINITY_CALL	DetachEventListener(INFINITY_GUID EventType, Infinity::EventCallback_t f){
		//See if the event type has any listeners
		auto it = event_map.find(EventType);
		if(it != event_map.end()){
			//If so, see if it has our listener function
			auto func_it = it->second.find(f);
			if(func_it != it->second.end()){
				//Then remove it
				it->second.erase(func_it);
			}
		}
	}

	virtual INFINITY_VOID		INFINITY_CALL	TriggerEvent(Infinity::IEvent *e){
		//Launch listeners
		INFINITY_GUID magic = e->GetEventType();
		std::for_each(event_map[magic].begin(), event_map[magic].end(), [&] (Infinity::EventCallback_t f) -> INFINITY_VOID { f(e); });

		delete e;		//Because it's called with something like TriggerEvent(new IEvent(...));
	}
private:
	//Global event listener storage for each event
	//Maps (GUID EventType) -> set of listener functions
	std::map<INFINITY_GUID, std::set<Infinity::EventCallback_t>, GUIDComparer> event_map;
};

error LNK2019: unresolved external symbol "__declspec(dllimport) public: __thiscall Infinity::IEventManager::IEventManager(void)" (__imp_??0IEventManager@Infinity@@QAE@XZ) referenced in function "public: __thiscall CEventManager::CEventManager(void)" (??0CEventManager@@QAE@XZ)

Are you properly including the definition of Infinity::IEventManager prior to the class deriving from it?

I'm going to guess you need a virtual destructor defined in your Infinity::IEventManager interface:

struct IC_API Infinity::IEventManager {
	virtual INFINITY_VOID	INFINITY_CALL	AttachEventListener(INFINITY_GUID EventID, EventCallback_t f) = 0;
	virtual INFINITY_VOID	INFINITY_CALL	DetachEventListener(INFINITY_GUID EventID, EventCallback_t f) = 0;			//maybe with std::find?
	virtual INFINITY_VOID	INFINITY_CALL	TriggerEvent(IEvent *e) = 0;
        virtual ~IEventManager() {} 
};