If you use the provided .cbp file to build, you get a dynamic library. The .a file references only to the .dll file.
Now, to link it statically you have multiple options:
1) Compile enet to static libraray with codeblocks:
1.1) Open the provided project
1.2) Go to Project->Properties->Build targets-> change "Type" from "dynamic library" to "static libraray" for release and debug target (on the left)
1.3) Close the dialog with ok and rebuild the project with Build->Rebuild
the new .a file should have something about 120kB
2) Use the provieded .lib file with your project:
https://stackoverflow.com/questions/7241047/linking-lib-files-with-mingw2.1) Open your project
2.2) Project->Build options->select your project on the left
2.3) linker settings->library remove the enet and provide the full name of the lib, or follow the naming convetntions described in the stack overflow thread