Sorry, forgot to add this as well considering the error above.
-------------- Build: Debug in FirstGame (compiler: GNU GCC Compiler)---------------
x86_64-w64-mingw32-g++.exe -LC:\SFML22\lib -LC:\SFML22\lib -o bin\Debug\FirstGame.exe obj\Debug\main.o -lsfml-graphics-s-d -lsfml-window-s-d -lsfml-system-s-d -mwindows
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderWindow.cpp.obj): In function `capture':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderWindow.cpp:92: undefined reference to `glReadPixels'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj): In function `clear':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:99: undefined reference to `glClearColor'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:100: undefined reference to `glClear'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj): In function `draw':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:269: undefined reference to `glVertexPointer'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:270: undefined reference to `glColorPointer'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:271: undefined reference to `glTexCoordPointer'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:280: undefined reference to `glDrawArrays'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj): In function `pushGLStates':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:299: undefined reference to `glGetError'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:309: undefined reference to `glPushClientAttrib'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:310: undefined reference to `glPushAttrib'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:312: undefined reference to `glMatrixMode'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:313: undefined reference to `glPushMatrix'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:314: undefined reference to `glMatrixMode'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:315: undefined reference to `glPushMatrix'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:316: undefined reference to `glMatrixMode'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:317: undefined reference to `glPushMatrix'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj): In function `popGLStates':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:329: undefined reference to `glMatrixMode'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:330: undefined reference to `glPopMatrix'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:331: undefined reference to `glMatrixMode'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:332: undefined reference to `glPopMatrix'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:333: undefined reference to `glMatrixMode'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:334: undefined reference to `glPopMatrix'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:336: undefined reference to `glPopClientAttrib'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:337: undefined reference to `glPopAttrib'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj): In function `resetGLStates':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:362: undefined reference to `glDisable'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:363: undefined reference to `glDisable'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:364: undefined reference to `glDisable'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:365: undefined reference to `glDisable'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:366: undefined reference to `glEnable'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:367: undefined reference to `glEnable'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:368: undefined reference to `glMatrixMode'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:369: undefined reference to `glEnableClientState'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:370: undefined reference to `glEnableClientState'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:371: undefined reference to `glEnableClientState'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj): In function `applyCurrentView':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:407: undefined reference to `glViewport'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:410: undefined reference to `glMatrixMode'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:411: undefined reference to `glLoadMatrixf'
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:414: undefined reference to `glMatrixMode'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj): In function `applyBlendMode':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:432: undefined reference to `glBlendFunc'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj): In function `applyTransform':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/RenderTarget.cpp:457: undefined reference to `glLoadMatrixf'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj):RenderTarget.cpp:(.rdata$.refptr.__glewBlendEquation[.refptr.__glewBlendEquation]+0x0): undefined reference to `__glewBlendEquation'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj):RenderTarget.cpp:(.rdata$.refptr.__glewBlendEquationSeparateEXT[.refptr.__glewBlendEquationSeparateEXT]+0x0): undefined reference to `__glewBlendEquationSeparateEXT'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj):RenderTarget.cpp:(.rdata$.refptr.__GLEW_EXT_blend_equation_separate[.refptr.__GLEW_EXT_blend_equation_separate]+0x0): undefined reference to `__GLEW_EXT_blend_equation_separate'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj):RenderTarget.cpp:(.rdata$.refptr.__glewBlendFuncSeparateEXT[.refptr.__glewBlendFuncSeparateEXT]+0x0): undefined reference to `__glewBlendFuncSeparateEXT'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj):RenderTarget.cpp:(.rdata$.refptr.__GLEW_EXT_blend_func_separate[.refptr.__GLEW_EXT_blend_func_separate]+0x0): undefined reference to `__GLEW_EXT_blend_func_separate'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj):RenderTarget.cpp:(.rdata$.refptr.__glewActiveTextureARB[.refptr.__glewActiveTextureARB]+0x0): undefined reference to `__glewActiveTextureARB'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj):RenderTarget.cpp:(.rdata$.refptr.__glewClientActiveTextureARB[.refptr.__glewClientActiveTextureARB]+0x0): undefined reference to `__glewClientActiveTextureARB'
C:\SFML22\lib/libsfml-graphics-s-d.a(RenderTarget.cpp.obj):RenderTarget.cpp:(.rdata$.refptr.__GLEW_ARB_multitexture[.refptr.__GLEW_ARB_multitexture]+0x0): undefined reference to `__GLEW_ARB_multitexture'
C:\SFML22\lib/libsfml-graphics-s-d.a(GLCheck.cpp.obj): In function `glCheckError':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/GLCheck.cpp:40: undefined reference to `glGetError'
C:\SFML22\lib/libsfml-graphics-s-d.a(Texture.cpp.obj): In function `checkMaximumTextureSize':
D:/sfml-release/_Sources/SFML/src/SFML/Graphics/Texture.cpp:64: undefined reference to `glGetIntegerv'
Process terminated with status 1 (0 minute(s), 2 second(s))
50 error(s), 0 warning(s) (0 minute(s), 2 second(s))
This was also following the instructions here:
http://www.sfml-dev.org/tutorials/2.2/start-cb.php