Comparing libbgd.a with CHDK static libraries, it is obvious that it is a file required when importing functions from a DLL.
Indeed, the files are referred to as a 'Windows binary package' and consist of libbgd.a, a DLL, a DEF file listing function import ordinal numbers , some header files and exe files.
There are no 'C' files.
I would need to build a static library, not a very attractive proposition with the information available.
This describes building under Unix :-
https://bitbucket.org/pierrejoye/gd-libgd/wiki/libgd_installation