In static build, the external libraries are not linked automatically, so you have to do it in each program using SFML.
To include the external libraries directly into the SFML ones, like I do, you would have to do an extra-step using some Linux utilities (basically it just consists of unpacking the static libraries and adding their contents to the SFML ones -- gcc libs are just archives of object files). Unfortunately, I still haven't found the way to integrate it as a post-process step into the compiling, so you have to download the utilities and do it manually. You can find those utilities in Cygwin, for example.