Combining the powers of SGDK and Game Maker, eh? Sounds like a
very interesting project you've got planned there. As far as knowing even how to do that, I'm not sure....that....I do. I know that SGDK is exposed as through COM, and I know that Game Maker has support for DLLs for support....but as far as combining the two...well, I just don't see the point, really. The only reason you would use the exposition of SGDK through COM without actually just using SGDK itself is for its engine support, which Game Maker already... is. It is an engine.
That being said, the combined powers of the two programs may very well be something to behold if done correctly. I just don't know what that entails.
Also, many many examples do exist for SGDK, they're just not very easy to access. There are the tutorials and the sample scripts in the documentation section, the games in the gamedevprj section, and the sample projects (perhaps both the best samples, and the hardest to find) in the ftp directory.
And alas, making 3D games in SGDK is not, as such, really possible. Parallax Scrolling is, of course, possible, which gives some semblance of some things being closer and others being farther away, but nothing so bold as an actual 3D view of any object. Of course, you must realize that Game Maker, as it is thus named, must have support to be able to create a much broader genre of games than SGDK, the "Scrolling Game Development Kit". It was only meant for making one thing: Scrolling games. Dare I say, scrolling platformer run-and-jump games such as BlueMonk's prior project(s), TechnoVenture. The fact that it can be used to make other games such as top-down or 3/4 parallax view games is only a bonus, an extra feature.
Unfortunately, due to this fact, people then begin to compare it then to other "general" game construction kits such as Game Maker, which were designed with more types of games
in mind during the design phase. Or people may compare it to RPG Maker XP which, as far as RPG Makers go, is waaay better than SGDK as far as ease of use for making RPGs. However, try using it to make a side-scroller some time. It goes without saying that it's not easy. And in the end, it's just not as powerful when SGDK is combined with the power of VBScript.
And so dare I say that yes, Game Maker may very well be better in its own respect, but I've found SGDK to be easier to use, in the end, for making side-scrolling platformer games.
Woah, I just had a really weird idea. Get a tileset of text, and create an "ascii" game using the Scrolling Game Development Kit, and then somewhere during the course of the game, the letters start doing weird things like melting, or dancing around, or morph into real enemies or something. That would be really cool

. Don't know why I just thought of that though.
Oh, and the creation of SGDK began before the creation of Game Maker, which began in 1999. It was released later the same year. SGDK, on the other hand, started in 1998 and the first open Beta was released in 2000. And I can't wait for SGDK 2, oh baby, baby, which should be a
major boost in popularity for SGDK and should get a bit of attention.