You are correct in that static files are copied to the application at link-time, and that shared files are just verified at link time and loaded at runtime.
The dlopen call is not only for shared objects, if the application wishes to do so at runtime on its behalf, otherwise the shared objects are loaded automatically when the application starts. DLLS and .so are the same thing. the dlopen exists to add even more fine-grained dynamic loading abilities for processes. You dont have to use dlopen yourself to open/use the DLLs, that happens too at application startup.