SFML doesn't ship binaries for Linux, as such you won't have gotten those file from SFML itself.
Either way, I recommend to just install libfreetype-dev or whatever the freetype development package is called in your distro's package manager, which should then install a system-compatible version.
Then clear the CMake cache a build SFML fresh and I guess make sure, CMake isn't picking up the rogue freetype library.