That's the tricky part discussed a few pages earlier.
Similar to your standard main() you'll need an entry point for your activity, which is in sfml-activity. Due to the way the linker works by default, this entry point won't be importet/added to the resulting binary.
You can avoid that, but you'd have to include the code of sfml-activity in your own shared library.
Not sure about your problem wrt openal/libsndfile, although I haven't tried static linking so far.