When I set BUILD_SHARED_LIBS:BOOL=OFF a lib file is generated and the project compiles without any problems. Even the test are fine as far as I can see.
I am not sure what are the consequences I have to face if I build this project without shared libs. I dont think it complies with ITK guidelines.
I do not have a deep background on programming enviroments and with the complexity of CMake it becomes sometime a struggle. 
But with the help of the nice people in this forum i can move forward… 
I will try to implement the ORA_EXPORT macro. The ITK_EXPORT does not define anything. Its the one I should use? Whereas the RTK_EXPORT defines a lot more if its used with Windows.
ITK Export Macro
#define ITK_EXPORT
RTK Export Macro
#if (defined(_WIN32) || defined(WIN32)) && defined(RTK_BUILD_SHARED_LIBS)
# if defined(RTK_EXPORTS) || defined(__CUDACC__)
# define RTK_EXPORT __declspec(dllexport)
# else
# define RTK_EXPORT __declspec(dllimport)
# endif /* RTK_EXPORT */
#else
/* unix needs nothing */
#define RTK_EXPORT
#endif