They are the same, both are ultimately HTML websites, that is what is important. Wordpress does help your pages get crawled and indexed faster by search engines (which is just as important to ranking as any other factor) - if you use WP, The blog software has a feature that automatically "pings" services whenever you put up a new post, just check your settings from your dashboard. Check under "settings > writing settings > update services". Search for this in Google to find out what other update services you can add to this list.
i think that is should be no difference ,because i do the link from the blog and the common website for my online shop,but i have heard the ,the blog will be more good for SEO,but i don't think so.
It all depends on the popularity of the site that link to your website. A blog site could get more traffic than a website, hence generate more weight to your site.
Well this depends on what you want to achieve. For example, just like what InVogue said, if you want your site to get indexed faster, it is advisable to build a Wordpress blog over an HTML site. Since Google loves Wordpress. On the other hand, if you're referring to whether blog links or website links are more valuable. I would say it depends on the site's PageRank, since sites with higher PageRank are perceived as "better" by Google.
Well depending what is of "value" to you. For me a link with a keyword in it has more value than just a link from a blog. Since you can't link from blogs with keywords anymore because of stupid spammers.