Also, in Macros.cmake, in the macro "sfml_add_external" the command
add_library(${target} INTERFACE)
is used... I don't undestand why I get the external libraries compiled into DLLs (freetype.dll, bz2.dll, libpng16.dll, ...).
See:
http:// https://github.com/SFML/SFML/blob/05c83617de07a150bfac128ae892056779baf268/cmake/Macros.cmake#L319 (http:// https://github.com/SFML/SFML/blob/05c83617de07a150bfac128ae892056779baf268/cmake/Macros.cmake#L319)