If you install SDL as libraries (with ./configure && make && sudo make install), you get the libSDLmain.a library. If you install SDL as frameworks (disk image), you only get the "SDLMain.m" source code and need to build the library from it yourself...
gcc -I/Library/Frameworks/SDL.framework/Headers -c SDLMain.m
ar rcs libSDLmain.a SDLMain.o
This is (cryptically) documented in SDL/devel-lite/ReadMeDevLite.txt