I'll explain how I deploy my apps. I use nmake at the moment. First of all, unless you have a commercial license, you can't statically link Qt applications. In addition, statically linking all those examples will take up like 5GBs of your hard drive, because the compiler has to embed all those DLLs like QtCore and QtGui, etc into each example.
You have two options then: use nmake or use mingw32.
If you want to use nmake, first install Visual Studio, then install the MSVC 2008 version of Qt from the Qt downloads page. If you install that in C:\Qt\4.6.2, right click on My Computer, go to Advanced, Environment Variables, and add C:\Qt\4.6.2\bin to your system PATH variable. Then, just download Qt Creator separately from downloads, and if it's not already configured, add C:\Qt\4.6.2\qmake\qmake.exe to the list.
If you want to use mingw32, all you need to do is install the Qt SDK, which does everything for you (I believe). Running Qt Creator and building applications will be automatic.
Once you're ready to distribute your application to others, you need to remember to include the Qt libraries in your installation file. You can check what libraries are required using dependency walker (linked above), because not everyone has the Qt libraries installed on their computer, nor does everyone have the .NET framework installed. If you use the Qt SDK, you just need to package in mingwm32.dll (something like that) and QtGui.dll and QtCore.dll, and any others you used. Also, make sure to rebuild your app for Release so it's smaller. For the installer, I like to use the free HM NIS Edit tool along with NCIS. Just run the wizard for a quick configuration of your setup file.
Good luck!
~codeslicer
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