Not sure if this is an SFML thing or not, but on the Mac I needed to alter <SFML/OpenGL.hpp> to read as
#elif defined(SFML_SYSTEM_MACOS)
#include <OpenGL/gl3.h>
... note the 'gl3.h' part, not the original 'gl.h'. Without this, Xcode won't find glGenVertexArrays() it gives instead:
Use of undeclared identifier 'glGenVertexArrays'; did you mean 'glGenVertexArraysAPPLE'?
This is using the SFML install from homebrew (2.5.1)
[edit: never mind. I hadn't realized that GLEW was pretty much essential for the extensions etc., and GLEW wants to include <OpenGL/gl.h>, and it's not a good idea to include both...
So, once GLEW is included and init'd, the call to glGenVertexArrays works fine.
I tried to delete this post, but I can't, hence the edit]