Ok it is working now, thanks. But there are some warning messages though:
1. VC is complaining about not finding debug information (.pdb), but that is irrelevant
2. The compiler says, that sf::RenderWindow is no DLL-Interface/port and is used as base class for Window
Code for that (german):
warning C4275: class 'sf::RenderWindow' ist keine DLL-Schnittstelle und wurde als Basisklasse für die DLL-Schnittstelle class 'gse::Window' verwendet
Like said, it is working, but I don't like the second warning
Forgot to mention that I linked statically