With FFmpeg you can either:
use pre-built .lib/.dll files and your binary produced with Visual Studio will be dependent on av*.dll files
compile FFmpeg from source code into static libraries using non-Microsoft compiler, and then link to your Visual Studio project (mind the LGPL/GPL license in this case)
You built your project as per item 1 above. You have to use and redistribute the av*.dll dependent files with your binary to have it working.
"Static" on Zeranoe means that libraries are statically linked into binaries like ffmpeg.exe. Do not confuse this with static .lib libraries that link into your binary. Zeranoe does not provide such.
On Zeranoe you will find archives like this:
"Shared" archive has FFmpeg built with dynamic link to DLL libraries. "Dev" archive has lib files which you can use in your project to link to them as well in a way that ffmpeg.exe does in shared archive.
So, your Visual Studio project can be as simple as this (browse full source here):
#pragma comment(lib, "dev\\lib\\avcodec.lib")
int _tmain(int argc, _TCHAR* argv)
_tprintf(_T("Trying avcodec_register_all... "));
You will extract "Dev" archive into dev subdirectory of Visual Studio project and you will add dev\include on the additional include path. This will be sufficient to build the binary, and it will be dependent on av*.dll: