Trying to use the Linker, and i'm sure I could get the rest done.
But I got four errors with this code.
#include <SFML/Graphics.hpp>
#include <SFML/Window.hpp>
#include <iostream>
using namespace std;
using namespace sf;

int main() {
    Window window(VideoMode(800, 600), "My Window");
    cin.ignore();
    cin.get();
    return 0;
}

And the errors are(Linker errors of course.)
  [Linker error] undefined reference to `_imp___ZN2sf6StringC1EPKcRKSt6locale'
  [Linker error] undefined reference to `_imp___ZN2sf9VideoModeC1Ejjj'
  [Linker error] undefined reference to `_imp___ZN2sf6WindowC1ENS_9VideoModeERKNS_6StringEjRKNS_15ContextSettingsE'
  [Linker error] undefined reference to `sf::Window::~Window()'
  [Linker error] undefined reference to `sf::Window::~Window()'
  ld returned 1 exit status