libtool fails to find libraries

[jgillis]

*** Warning: linker path does not have real file for library -<>.
*** I have the capability to make that library automatically link in when
*** you link to this library.  But I can only do this if you have a
*** shared version of the library, which you do not appear to have

Note: there is libcoinUtils-3.dll

[jgillis]

Something goes wrong in dependency checking; using hack "lt_cv_deplibs_check_method=pass_all"