[docs] explain how to build a static wheel

As discussed in Qiskit#1033 we should document how to compile a static wheel
of Qiskit Aer. This commit adds such documentation to `CONTRIBUTING.md`.

I have attempted to make the explanation easy to follow but also easily
searchable for potential pitfalls (thus, the inclusion of possible error
messages). Hopefully, this will help with the visibility of this section
and guide users through the process more easily.

Closes Qiskit#1033

CONTRIBUTING.md

@@ -630,6 +630,71 @@ Few notes on GPU builds:
 3. We don't need NVIDIA® drivers for building, but we need them for running simulations
 4. Only Linux platforms are supported
 
+### Building a statically linked wheel
+
+If you encounter an error similar to the following, you may are likely in the need of compiling a
+statically linked wheel.
+```
+    ImportError: libopenblas.so.0: cannot open shared object file: No such file or directory
+```
+However, depending on your setup this can proof difficult at times.
+Thus, here we present instructions which are known to work under Linux.
+
+In general, the workflow is:
+1. Compile a wheel
+```
+    qiskit-aer$ python ./setup.py bdist_wheel
+```
+2. Repair it with [auditwheel](https://github.com/pypa/auditwheel)
+```
+    qiskit-aer$ auditwheel repair dist/qiskit_aer*.whl
+```
+> `auditwheel` vendors the shared libraries into the binary to make it fully self-contained.
+
+The command above will attempt to repair the wheel for a `manylinux*` platform and will store it
+under `wheelhouse/` from where you can install it.
+
+It may happen that you encounter the following error:
+```
+    auditwheel: error: cannot repair "qiskit_aer-0.8.0-cp36-cp36m-linux_x86_64.whl" to "manylinux1_x86_64" ABI because of the presence of too-recent versioned symbols. You'll need to compile the wheel on an older toolchain.
+```
+This means that your toolchain uses later versions of system libraries than are allowed by the
+`manylinux*` platform specification (see also [1], [2] and [3]).
+If you do not need your wheel to support the `manylinux*` platform you can resolve this issue by
+limiting the compatibility of your wheel to your specific platform.
+You can find out which platform this is through
+```
+    qiskit-aer$ auditwheel show dist/qiskit_aer*.whl
+```
+This will list the _platform tag_ (e.g. `linux_x86_64`).
+You can then repair the wheel for this specific platform using:
+```
+    qiskit-aer$ auditwheel repair --plat linux_x86_64 dist/qiskit_aer*.whl
+```
+You can now go ahead and install the wheel stored in `wheelhouse/`.
+
+Should you encounter a runtime error like
+```
+    Inconsistency detected by ld.so: dl-version.c: 205: _dl_check_map_versions: Assertion `needed != NULL' failed!
+```
+this means that your [patchelf](https://github.com/NixOS/patchelf) version (which is used by
+`auditwheel` under the hood) is too old (https://github.com/pypa/auditwheel/issues/103)
+Version `0.9` of `patchelf` is the earliest to include the patch
+https://github.com/NixOS/patchelf/pull/85 which resolves this issue.
+If you are on a Ubuntu system it may happen that the `apt`-image of `patchelf` only ships version
+`0.8`.
+If that is the case, you will need to compile `patchelf` from source
+([which is really easy to do](https://github.com/NixOS/patchelf#compiling-and-testing)).
+
+Hopefully, this information was helpful.
+In case you need more detailed information on some of the errors which may occur be sure to read
+through https://github.com/Qiskit/qiskit-aer/issues/1033.
+
+[1]: https://www.python.org/dev/peps/pep-0513/
+[2]: https://www.python.org/dev/peps/pep-0571/
+[3]: https://www.python.org/dev/peps/pep-0599/
+
+
 
 
 ## Useful CMake flags