First of all you need to download the SFML SDK which is available on the download page. Then, in order to start developing SFML applications, you have to install the following items:
Header files and libraries
SFML is available either as dylibs or as frameworks. Only one type of binary is required although both can be installed simultaneously on the same system. We recommend using the frameworks.
dylib
Copy the content of lib to /usr/local/lib and copy the content of include to /usr/local/include.
frameworks
Copy the content of Frameworks to /Library/Frameworks.
SFML dependencies
SFML depends on a few external libraries on Mac OS X. Copy the content of extlibs to /Library/Frameworks.
Xcode templates
This feature is optional but we strongly recommend that you install it. Copy the SFML directory from templates to /Library/Developer/Xcode/Templates (create the folders if they don't exist yet).
I have done all of these. frameworks and extlibs in a Frameworks folder inside Library, and templates inside Xcode/Templates. It's not finding files, and because of functions and identifiers created in those files, the SFML project can't run. Is it even supposed to run right off the bat when I'm done installing, or does it require tweaking first? Or do I just have to wait till I buy a windows computer eventually...