sf::VideoMode VMode(800, 600, 32)to
sf::VideoMode(800, 600, 32)
That line causes it to not compile on my system. I use G++ but either way it should not throw a compiler error.
EDIT: Forgot I didn't have my .dll's in the .exe's folder. You just need to remove the Vmode part. I can explain it a bit if you want.