A couple things I'd like to point out having gotten a successful static link in Windows.
1. You should note in the FAQ the same as in the downloads page that in order to static link the compilers have to be one of those 3 or visual studio.
2. While this chart is very useful, most newbies are not going to correlate that this is the same as the attached image.
sfml-window-s sfml-system-s opengl32 winmm gdi32
| | | | |
| +-------+ | | |
| | +----------------------+ | |
| | | +---------------------------------+ |
| | | | +------------------------------------------+
| | | | |
v v v v v
example.exe