Welcome to the SFML forum!
I'd like to help, but I guess due to translation difficulties, I don't understand what your problem is.
If you're having a hard time understanding the
official SFML tutorials or the book, then things will be quite hard.
If your question is mainly about setting things up then you can read the official tutorial on how to work with
Visual Studio. CMake is a tool with which you can write one build file and generate make or project files for a number of compilers on different platforms. The books makes use of it to simplify things. It's a very useful tool and you should learn about it, but you can also create projects manually, add the source files and add linking information.
Overall you have to keep in mind though that the book requires you to have solid understanding in C++ which also includes working with your choosen IDE (i.e. Visual Studio). If you're lacking in those areas you should go and read a
good book on C++.
Also since you're from Austria you could pay the
German SFML community a visit. It doesn't have a high population, but it might still be easier for you.