Use the Intel MKL Link-line Advisor to determine the libraries and options to specify on your link or compilation line.
The latest version of the tool is available at http://software.intel.com/en-us/articles/intel-mkl-link-line-advisor. The tool is also available in the documentation directory of the product.
The Advisor requests information about your system and on how you intend to use Intel MKL (link dynamically or statically, use threaded or sequential mode, and so on). The tool automatically generates the appropriate link line for your application.