All described approaches have their advantages and disadvantages. Static linking is portable and allows for debugging on all platforms. It is relatively cumbersome and the libraries you need to pass to the linker may vary from system to system, though the utility program swipl-ld described in section 11.5 often hides these problems from the user.
Loading shared objects (DLL files on Windows) provides sharing and protection and is generally the best choice. If a saved state is created using qsave_program/[1,2], an initialization/1 directive may be used to load the appropriate library at startup.
Note that the definition of the foreign predicates is the same, regardless of the linking type used.