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On Unix systems you have the .a files. These are simple archives of object files (.o).
On Windows, there are .lib files, which are quite the same thing, but for Windows instead of Unix.
An additional subtlety is that in order to link some code against a DLL (on Windows), you have to link against a .lib file which contains simple wrappers which invoke the DLL. On Unix system, traditionally, there is no need for such wrappers (the linker is smart enough to generate them on the fly).