Dzverot,
How advanced are you with C++ ?
Last time I used gcc and auto-exported all symbols, so I can use fife.dll directly without any major changes.
But the proper thing to do is explained here :
http://mirror1.cvsdude.com/trac/fife/engine/ticket/330 . Perhaps you can help us with that ?
I had a basic maploader in C++, it was fun for a while, for the loading speed. But the code was 90% ported from our python maploader. For me, it's easier and faster to use python for prototyping your game. It has native support for more than basic data structures, and it doesn't need recompilation. Advantage of C++ is
speed.
If you are just playing around with FIFE and C++, without production code ( haha I wish ), static or dynamic doesn't matter. If you don't distribute your game, you don't have to publish your source code. And if you do want to distribute it, should be no problem disclosing the source since it's a play-test code right ? You stated that you have had no experience in game development, so I think you would need to show your code to people for advice quite a bit.
I advise you to learn python if you have no idea what it is, it's worth it