You could try SFML's page. They give you enough to work with, showing how to create a window, a clock, capture key events, etc. For more detail about things, just dig through the easy to read documentation. By the way, what version are you using? 2.0 or 1.6? And I am assuming C++ on this one. Maybe I will take a stab at writing a tutorial.

As a little aside, have you messaged the author on here? Look up Seraph.

Generally with tutorials on a completely new subject, I use two or more together, along with other articles and the official documentation. Have more sources of information usually helps cover the gaps one of them might've missed.

As for loading an image from a folder that was never described, that's pretty normal. It's assumed people would go, "Oh, here's where I can insert my own image instead", or they download the entire project which includes the folders and images.

SFML 1.6 has a tutorial, but 2.0's tutorials aren't completed yet (2.0 is still an 'officially unofficial release'). You can use the 1.6 tutorial to learn SFML 2.0, but again you have to be willing to do a little googling to solve any gaps or changes.

But hey, post a link to the exact lesson you are "hopelessly lost" on, as well as what parts you don't understand, and we can help you. Then we'll just send a link of this thread to the website creator, and he can decide whether to update the tutorial from there.