This means the compilation has finished successfully but the linker was not able to do its job.
Well, for the start you're using is an essential information.
In case it's VS on Windows:
Make sure you have followed this (https://www.sfml-dev.org/tutorials/2.4/start-vc.php) tutorial thoroughly and didn't mess up anywhere. While we're at it, make sure that the SFML has been compiled for the same Visual Studio version you're using.
In case you're using VS 2017, there is no official build and I suggest you to compile SFML from source yourself. If you're interested, I have compiled a Debug VS 2017 version, which you can use for Development: https://en.sfml-dev.org/forums/index.php?topic=21699.msg154523#msg154523