SFML - Static Linking

I followed the tutorial here (I am trying to statically link the SFML libraries so that my end-result exe will have the DLL's embedded in it):
SFML and Visual studio (SFML / Learn / 2.3 Tutorials)

(1) I have added the following in CONFIGURATION PROPERTIES>>C/C++>>GENERAL>>ADDITIONAL INCLUDE DIRECTORIES:
C:\\Path to my SFML Include Directory

(2) I have added the following in CONFIGURATION PROPERTIES>>LINKER>>GENERAL>>ADDITIONAL LIBRARY DIRECTORIES:
C:\\Path to my SFML Lib Directory

(3) I have added the following in CONFIGURATION PROPERTIES>>C/C++>>PREPROCESSOR DEFINITIONS:
SFML_STATIC;

(4) I then added the following in CONFIGURATION PROPERTIES>>LINKER>>INPUT>>ADDITIONAL DEPENDENCIES:
sfml-window-s-d.lib; sfml-system-s-d.lib; sfml-graphics-s-d.lib; sfml-audio-s-d.lib; opengl32.lib; freetype.lib; jpeg.lib; winmm.lib; gdi32.lib; openal32.lib; flac.lib; vorbisenc.lib; vorbisfile.lib; vorbis.lib; ogg.lib; winmm.lib;

I am comparing the size of the the exe (the statically linked) to the one I had previously (the dynamically linked), and there does seem to be a size difference. Why am I still receiving an error message when I try to run it without the DLL's in the same directory?

Even if you are not familiar with SFML, then any help regarding statically linking a DLL in general that may help me would be greatly appreciated!