sudo apt-get install libxcb1-dev libx11-xcb-dev libxcb-icccm4-dev libxcb-image0 libxcb-randr0-dev libxcb-util0-dev
Alright, I get it : Old distribution (but still officially supported) -> Bad :(Well ^^ I'm running 14.04 and there wasn't any problem while compiling SFML.