[docs] document option to build a static library (#3190)

CMakeLists.txt

@@ -14,7 +14,7 @@ OPTION(USE_HDFS "Enable HDFS support (EXPERIMENTAL)" OFF)
 OPTION(USE_R35 "Set to ON if your R version is not earlier than 3.5" OFF)
 OPTION(USE_TIMETAG "Set to ON to output time costs" OFF)
 OPTION(USE_DEBUG "Set to ON for Debug mode" OFF)
-option(BUILD_STATIC_LIB "Build static library" OFF)
+OPTION(BUILD_STATIC_LIB "Build static library" OFF)
 OPTION(BUILD_FOR_R "Set to ON if building lib_lightgbm for use with the R package" OFF)
 
 if(APPLE)

docs/Installation-Guide.rst

@@ -7,6 +7,8 @@ All instructions below are aimed to compile 64-bit version of LightGBM.
 It is worth to compile 32-bit version only in very rare special cases of environmental limitations.
 32-bit version is slow and untested, so use it on your own risk and don't forget to adjust some commands in this guide.
 
+If you need to build a static library instead of a shared one, you can add ``-DBUILD_STATIC_LIB=ON`` to CMake flags.
+
 Users who want to perform benchmarking can make LightGBM output time costs for different internal routines via adding ``-DUSE_TIMETAG=ON`` to CMake flags.
 
 It is possible to build LightGBM in a debug mode. In this mode all compiler optimizations are disabled and LightGBM performs more checks internally. To enable debug mode you can add ``-DUSE_DEBUG=ON`` to CMake flags or choose ``Debug_*`` configuration (e.g. ``Debug_DLL``, ``Debug_mpi``) in Visual Studio depending on how you are building LightGBM.