Hi
Let's take all these issues one by one.
Versions of VC++ should be compatible starting at Visual Studio 2015, so downloading the VS2017 build of SFML should work fine with VS2019.
Cmake-gui (don't know if that's what you used) explicitly states, when you choose the VS2019 generator, that the default is x64; the second combobox allows you to choose the Win32 preset if you prefer a 32-bit build.
I generated the SFML solution with CMake, with all default options, opened it, built it, no problem. Then compiled the INSTALL target, which failed as I expected it would. Why does it fail? Because the default install path, which is in C:/Program Files, requires admin rights to create and write stuff. Changing CMAKE_INSTALL_PREFIX to anything else solves the problem.
Is it an issue with Windows, that by default you can't write to where you're supposed to install program? Most likely, or we don't (want to) understand access rights enough. Is it a problem with CMake, which uses a default install path where regular users can't write? Most likely, but it can't be blamed for following the OS rules. Is it an issue with SFML, to simply use the CMake/OS defaults? I don't know. But one thing's sure: as a developer, you
must know that C:/Program Files requires admin rights for writing. You can't blame other tools or middlewares for that.
I don't know what you did with your example program, and why you got linker errors. But I'm pretty sure it's something that's explained in the "Getting started" tutorial.
I don't know if you want to elaborate on the remaining problems, or if you just don't care. Both ways are fine
But remember one thing: every environment is different, as it's a complex combination of OS, tools, configurations, etc. all with their specific version. You can't expect something to always work smoothly for 100% of users. There will always be problems, and understanding them is, in my opinion, a much better solution (as a developer) than giving up and losing the will to live