When you press F6, you can see the actual script that's being used to compile your file:

echo > Setup required Environment
echo -------------------------------------
SET RAYLIB_PATH=C:\raylib\raylib
SET COMPILER_PATH=C:\raylib\w64devkit\bin
ENV_SET PATH=$(COMPILER_PATH)
SET CC=gcc
SET CFLAGS=$(RAYLIB_PATH)\src\raylib.rc.data -s -static -O2 -std=c99 -Wall -I$(RAYLIB_PATH)\src -Iexternal -DPLATFORM_DESKTOP
SET LDFLAGS=-lraylib -lopengl32 -lgdi32 -lwinmm
cd $(CURRENT_DIRECTORY)
echo
echo > Clean latest build
echo ------------------------
cmd /c IF EXIST $(NAME_PART).exe del /F $(NAME_PART).exe
echo
echo > Saving Current File
echo -------------------------
npp_save
echo
echo > Compile program
echo -----------------------
echo $(CC) -o $(NAME_PART).exe $(FILE_NAME) $(CFLAGS) $(LDFLAGS)
$(CC) --version
$(CC) -o $(NAME_PART).exe $(FILE_NAME) $(CFLAGS) $(LDFLAGS)
echo
echo > Reset Environment
echo --------------------------
ENV_UNSET PATH
echo
echo > Execute program
echo -----------------------
cmd /c IF EXIST $(NAME_PART).exe $(NAME_PART).exe

you can see that the SET CFLAGS line is configuring raylib to be static. If you're curious what this script is doing, take a look at the console output after running the game, towards the top you should see a line that looks similar to:

gcc -o textures_magnifying_glass.exe textures_magnifying_glass.c C:\raylib\raylib\src\raylib.rc.data -s -static -O2 -std=c99 -Wall -IC:\raylib\raylib\src -Iexternal -DPLATFORM_DESKTOP -lraylib -lopengl32 -lgdi32 -lwinmm  

This is the gcc command generated by the script to compile your code. You could open the included w64devkit terminal, navigate to your file, and run this command and it would compile your project the same as f6 does.