Yeah, I've tried the websites tutorial and that's what I've been having a hard time on.
Also I looked at your pictures, and I did all that they said (except for the ones that had the extra stuff like the physics engine) and I built and ran it and it gave me...
mingw32-g++.exe: lsfml-window: No such file or directory
mingw32-g++.exe: lsfml-network: No such file or directory
mingw32-g++.exe: lsfml-audio: No such file or directory
Process terminated with status 1 (0 minutes, 0 seconds)
0 errors, 0 warnings