You might want to give some more information. What is “some cocos app”? The tests or Helloworld program? Your own app? And if so, does your app live inside or outside the Cocos2d-x directory tree?
You can find all the required libraries (both static and dynamic) at \$cocos2d-x_root/cocos2dx/platform/win32/third_party/libraries
No need to download anything more than what you’ve already got there