Is your goal to make a game? Use an existing game engine. Is your goal to learn as much as possible? Use SDL and make your own (simple) engine.
Does using sdl mean that I'll be creating my own engine? Everybody says that, but you can actually write a simple game(2d, sidescroller) without making an engine. What's the difference between making a game with sdl and making an engine?
Casually speaking, what you're referring to, there really isn't much of a difference. Often people use the term engine to refer to an existing or created framework (such as Unity or GameMaker) that you can use to create a game (Like a car engine, you can build any number of types of cars around it, but the engine itself does much of the work). The phrase "Make games, not engines" generally refers to coding really only what you need for a game, and not to focus on creating a standalone structure. I think it's sometimes misconstrued to mean you should be using pre-existing engines so you can focus on the game aspects of coding. So, in essence, it really means to build your code around what you need.
The term "engine" has a lot of casual uses. For simple games, a fully-featured "game engine" such as Unity, may often be far more than you actually need. In which case, instead using various libraries like SDL, you can create your window, program whatever physics you may need, render sprites, handle whatever game logic, input, and UI functions, and the resulting code would be your "engine." Many of which are easily handled with SDL. You can make things as complex or as simple as your specific game needs.
So, yes, you'd have to make your own engine (using the term loosely here), but that need not be terribly complex and ideally would just include the code to suit your game's needs. For a simple game, SDL would really be handling most of the legwork anyhow (window, input, rendering, etc), and you'd mostly need to just organize what/when you call the SDL functions, and then handle whatever other game logic is needed. But, again to reiterate, you'll want to decide for yourself whether it would be better to go this route, or use a pre-existing engine, by weighing the pros/cons of each approach.