ok, the .dlls (and .libs) created by CMAKE (including sfml-audio-2.dll and sfml-audio.lib) are in the build directory, which is referenced in the project's additional library directory for the release config i.e. C:\SFML-2.1-build\lib. and a copy of those .dlls is in the project's release folder.
update/resolution: unlike in the debug config's project settings, the release config's linker/input/additional dependencies/ still referred to .dlls (including "sfml-audio.dll") as opposed to, correctly, .lib files (including "sfml-audio.lib")