Let me get this straight. If I use the "prebuilt" folder (populated by gen-libs), I also get a single .exe in my bin/ which works just fine from within Visual Studio debugger. But if I double-click the .exe, I get the missing DLLs errors.
That's cool, but I was wondering if I could just produce a self-sufficient .exe which will contain all code with the help of STATIC cocos2d libs.
To sum this up:
cocos gen-libs is configured to produce DLLs, that's for sure! You can see the DLLs inside the prebuilt folder.
2) I opened the win32 .sln (solution) and changed Configuration Type to Static Library, with the errors mentioned in my previous message.
So, some more configuration is required to turn cocos2D into a STATIC lib.
EDIT : I got it from the website, IIRC. It's 3.14.1