I'll answer each question you've asked below:
1. Can I debug into third-patry dll with simplyfortran?
Yes, you can debug into a third-party DLL, but there are some major caveats. Basically, the DLL must have been compiled by a GNU compiler with debugging enabled. A DLL compiled with Microsoft's toolchain will not contain debugging information that is 100% compatible with Simply Fortran's debugger. You might get lucky, but it's doubtful it will work.
2. Can i have >1 projects at the same time (for example dll project and command-line project)?
In versions 1.x and 2.x, you cannot have multiple projects open in Simply Fortran simultaneously. This feature is planned, however, for version 3. There is currently no timeline for its release, however.
That said, Simply Fortran was designed to have multiple instances of itself running. A user would start Simply Fortran twice, loading a different project into each instance of the program. I do understand that most users don't find this situation ideal, which is why changes will be coming in version 3.
I've looked into/considered a number of Fortran unit test frameworks for inclusion into Simply Fortran. There has not been much interest coming from users, however. If enough people think such an addition would be useful, it can be added to the queue of new features.
In the meantime, it should be easy enough to manually compile. The flibs project is generally compatible with Simply Fortran. I'll be happy to help you get started if you need some assistance.
Jeff Armstrong
Approximatrix, LLC