And from the "as usually" I make up it's better to link dynamically?
There are many reasons in favor for dynamic linkage, e.g. if you ever need to update something you can just provide a new .exe which doesn't have the library linked into it, thus the filesize is smaller, or the memory footprint can be smaller, etc.
But there are also the arguments for static linkage like dependencies, etc.
Google will tell you a lot about it.
For the Windows platform, both ways are a possibility where there's no sense on Linux platforms for static linking.