The libraries were for MinGW 4.7.1 TDM, which is a different compiler.
For some strange reason it does indeed fail to find sfml here too. Setting every path manually (the include folder and after checking 'Advanced' all the paths to the sfml libraries) seem to work though. I have no idea why that happens, I'm just using the FindSFML.cmake script from sfml itself.
EDIT: Found out why. You shouldn't set SFMLDIR, but SFML_ROOT. Apparently I missed that change.
For your errors with 0.5.1: I think you are using sfml libraries compiled with SFML_USE_STATIC_STD_LIBS, so you have to compile tgui with TGUI_USE_STATIC_STD_LIBS. (Actually compiling with this option was never tested, but hopefully it works)
Or take the sfml libraries that aren't in the 'static-std' directory.