This program can't start because libiomp5md.dll is missing from your computer.
I don't understand why it is looking for a dll when I included the .lib. Am I doing something wrong?
The library that you linked against is a stub library (also called "import library") that is paired with the DLL. The stub has just enough information in it to direct calls to the DLL, but the actual code for the called subprograms is in the DLL. For this reason, stub libraries are much smaller than their static-link library counterparts.
The solution: check that the license allows redistributing the missing DLL; if everything is OK, simply copy ibiomp5md.dll to the machine where your application is to be run.
Use of the term stub library as a synonym for import library is potentially confusing. In your installation, you will have libiomp5stubs5md and mt libraries, which basically serialize the OpenMP calls (probably not what you are looking for).
The libiomp5md.dll is included in the redistributable library package which you can download from https://registrationcenter.intel.com if you have registered your license.
You may solve the problem by includingthestaticlibrary libiomp5mt.lib (mkl_intel_c.lib mkl_intel_thread.lib mkl_core.lib libiomp5mt.lib) or link libiomp5md.lib and distribute libiomp5md.dll as mecej4 adn TimP suggested
Here is some more information for your reference.
1. about http://software.intel.com/sites/products/documentation/hpc/compilerpro/en-us/cpp/lin/compiler_c/opta...
Mac OS X
libiomp5md.lib(dynamic import library)
2. OpenMP support changes since Intel IPP 6.0 and Intel MKL 10.1 ...
The legacy OpenMP* run-time library (libguide*)wereswitched to the compatibility library (libiomp*).
3. but you are strongly encouraged to dynamically link in the compatibility OpenMP* run-time
library libiomp (libiomp5md.lib (import) and libiomp5md.dll,even if other libraries are linked statically.
Please see mkl userguide -> Linking with Compiler Support RTLs.
Hope it helps,