Yes, it works for both static and dynamic linking if the .pdb files are located next to the .lib files.
The LNK4099 seems to be triggered only when linking statically, so its disappearing alone is not reliable. But in the VS debugger, you can see under "Modules" whether the symbols for SFML have been loaded. This was the case with those .pdb files (in addition to the linker warning disappearing).
By the way, even if you build the .pdb files in a completely different path, VS can be smart enough to find them -- so you really have to remove the original build files to test it
