During the setup of my project - when I knew even less than I do now about cmake - I was trying my hardest to link the FFTW library.
C:\\path\\to\\fftw-3.3.5-dll64 contains the .h files, .lib files (generated from .def files) and .dll files.
What I ended up doing was adding these links to my CMakeLists.txt:
add_executable(${TargetName} PRIVATE main.cpp)
target_include_directories(${TargetName} PRIVATE "C:\\path\\to\\fftw-3.3.5-dll64")
target_link_directories(${TargetName} PRIVATE "C:\\path\\to\\fftw-3.3.5-dll64")
target_link_libraries(${TargetName} PRIVATE libfftwf3-3)
After building this, the application was still not working. Eventually, I figured out that on opening the executable, windows was looking for the libfftw3-3 dll file. At the time I just wanted to get it working, so I copied the .dll files that are included with the library - even though this is shared/dynamic linking, not static linking.
I'm now trying to properly statically link the library; I removed the dll's from my build folder and filtered my CMakeLists.txt file down to:
add_executable(${TargetName} PRIVATE main.cpp)
target_include_directories(${TargetName} PRIVATE "C:\\path\\to\\fftw-3.3.5-dll64")
target_link_libraries(${TargetName} PRIVATE libfftwf3-3)
This builds, as I would expect it would. However, even though, in my CMakeLists.txt file, I've taken the steps to statically link the library, I'm still required to copy the dll's over in order for the executable to run (its dynamically linking still).
(Successful) verbose build output: https://pastebin.com/bbrZdd7r
The LIB files you generated from the DEF files are "stubs". They contain just enough code to load the DLL and call functions from it. They do not contain the actual FFTW code. You cannot statically link with these pre-built FFTW LIBs.
You will need to compile FFTW into a static library yourself first. It comes with a CMake build file where you can turn off BUILD_SHARED_LIBS.
edit: on review, your question is nearly identical to this one, with the same answer.