This is a directive that tells the compiler that the code is going to link to a library called whatever is inside the quotes. You don't need the likes of mathlib.dll,  mathlib.so, or  mathlib.a inside the quotes, just the name without the extension.

There are three different types of link (called models and defined in the kind parameter following the name) available: dynamic, static, and framework (though the latter is for macOS only). The following table gives a summary of what they are for. For the majority of the time, the dynamic type is used.