AFAIK that's GCC's version of the (runtime) C++ standard library. If it is missing from your computer entirely you should probably look at fixing your compiler install. If it is on your machine you should make sure it is either in your PATH or in the current working directory (cwd) of your executable.
In any case, this is most likely not related to SFML at all - you would probably still have this problem with a simple "hello world" program like this: #include <iostream>
int main() { std::cout << "Hello world" << std::endl; }
Try it.