Compiling SFML program with CMake on windows - c++

Question

For the past few days I've been searching everywhere and can't seem to fix this problem or maybe I just didn't understand some answers.
I have an application (a game to be precise) built with SFML that I managed to compile on Linux with 2.4.2 version. I want to migrate to 2.5.1 and be able to compile on Windows so I changed the CMakeLists.txt file to this:
cmake_minimum_required(VERSION 3.0)
# There is no real need for C++17 or 14, but I like to use up-to-date versions
if(CMAKE_MAJOR_VERSION VERSION_GREATER 3.8.0)
set(CMAKE_CXX_STANDARD 17)
else()
set(CMAKE_CXX_STANDARD 14)
endif(CMAKE_MAJOR_VERSION VERSION_GREATER 3.8.0)
if (WIN32)
set(CMAKE_RUNTIME_OUTPUT_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/Binaries/)
endif(WIN32)
# Includes
include_directories(include)
# Source files
set(SOURCE_FILES
source/main.cpp
source/Game.cpp
)
# Assets
set(ASSETS
assets/Fonts/xolonium.ttf
)
# Debug Mode
project(HexDebug VERSION 1.0 LANGUAGES CXX)
set(CMAKE_BUILD_TYPE DEBUG) # This is ignored by MSVC
#SFML Package
find_package(SFML 2.5 CONFIG COMPONENTS system window graphics network audio REQUIRED)
if(SFML_FOUND)
set(SFML_STATIC_LIBRARIES TRUE)
if(WIN32)
set(SFML_USE_STATIC_STD_LIBS TRUE)
endif(WIN32)
endif(SFML_FOUND)
if(UNIX)
set(CMAKE_RUNTIME_OUTPUT_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/Binaries/Debug/)
endif(UNIX)
foreach(asset ${ASSETS})
configure_file(${asset} ${CMAKE_RUNTIME_OUTPUT_DIRECTORY}/${asset} COPYONLY)
endforeach(asset)
add_executable(${PROJECT_NAME} ${SOURCE_FILES})
target_compile_options(${PROJECT_NAME} PRIVATE -g -Wall -O0 -D_DEBUG)
if(SFML_FOUND)
target_link_libraries(${PROJECT_NAME} sfml-system sfml-window sfml-graphics sfml-network sfml-audio)
endif(SFML_FOUND)
#Release Mode
project(Hex VERSION 1.0 LANGUAGES CXX)
set(CMAKE_BUILD_TYPE RELEASE) # This is ignored by MSVC
if(UNIX)
set(CMAKE_RUNTIME_OUTPUT_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/Binaries/Release/)
endif(UNIX)
foreach(asset ${ASSETS})
configure_file(${asset} ${CMAKE_RUNTIME_OUTPUT_DIRECTORY}/${asset} COPYONLY)
endforeach(asset)
add_executable(${PROJECT_NAME} ${SOURCE_FILES})
target_compile_options(${PROJECT_NAME} PRIVATE "-O3")
if(SFML_FOUND)
target_link_libraries(${PROJECT_NAME} sfml-system sfml-window sfml-graphics sfml-network sfml-audio)
endif(SFML_FOUND)
The cmake works and generates the VS solution, that I can build with msbuild (note that I don't want to launch Visual Studio, but only use msbuild). But once I try to run it, it asks for dlls and I don't want that.
I thought that would be solved by linking statically (I don't know much about static or dynamic linking) but it still asks for them.
In this link they say that we don't need to include the ${SFML_INCLUDE_DIR} and ${SFML_LIBRARIES} anymore: https://en.sfml-dev.org/forums/index.php?topic=24070.0
How can I avoid that? I want to be completely independant from DLL's or at least be able to include the bin directory installed from SFML compiled and installed binaries (that I compiled, not the precompiled).
Thank you.