If you want to use MinGW from the command line, you'll have to learn how GCC works with the command line. It's neither the SDL guys nor ours to explain that to you.
I found that SFML includes libraries with <> operator, which means that I have to put my include folder inside of MinGW folder because <> will look for my MinGW directory, not my current directory.
This works, but is bad practice. Again learn how the command line works and you'd have known that you can provide any kind of include directory with the
-I option.
Whenever I compile my main.cpp file, I'm getting tons of undefined reference errors. I think this is because of lib files but I have no idea how to link them. Where do I put my lib files? inside of MinGW or my current directory?
If you think using a library will just magically work, you need to wake up from your dream and start reading up on how libraries work, what linking does, etc. It's a general programming thing, not specific to SDL or SFML.
And yes you'll need to use the
-L option to point to the library directory and the
-l option to link a library. Look at the tutorials for information on which libraries to link etc. Even if they use an IDE the principle stays the same.