[BUILD] Add a CMake option to disable shared libs

[tobim]

This option is useful to support platforms that do not support dynamic libraries and dlopen.

Fixes # (issue)

Changes

Please provide a brief description of the changes here.

For significant contributions please make sure you have completed the following items:

• [ ] CHANGELOG.md updated for non-trivial changes
• [ ] Unit tests have been added
• [ ] Changes in public API reviewed