Did you remember to define SFML_STATIC macro in case you're using the static SFML libraries?
Project -> Properties -> Configuration Properties -> C/C++ -> Preprocessor -> Preprocessor Definitions -> <add SFML_STATIC; here>
As for using CMake, you must be sure to start it from within the VS2017 command prompt, otherwise it won't find the VS2017 tools.
Start -> All Programs -> Visual Studio 2017 -> Visual Studio Tools -> Developer Command Prompt for VS 2017
(Hopefully you have allowed CMake to add itself to the PATH at installation.)