It looks like you're programmer too if you work with C++ and SFML. Do you want to do some collaborative programming or maybe you will draw art or create music and sounds for games? Feel free to follow one of SFML official tutorials, i would recommend codeblocks one as this is probably the only way to work in same IDE and on same project with me (Visual Studio is too big for my hard drive unfortunately).
Basically, you
- create empty project
- open project preferences
- set search directories for compiler to SFML's include folder
- set search directories for linker to SFML's dlls (dont forget to copy openal32.dll from extlibs folder in SFML directory)
- set list of dlls to link (i usually link every dll from SFML folder)
- and here you're ready to compile and run your project
As this plan is very abstract, i still recommend official SFML tutorials.
Actually, there is another option - to write CMakeLists.txt script yourself, like it's done with SFML itself, but it's harder to do.