Windows ARM support has been added to the SFML 2.6.x branch.
You'll have to build SFML yourself, there aren't any binaries and given that none of the mainters have an Windows ARM device, you'll likely not see any pre-built binaries for SFML 2.6.2.
The easiest approach is to use the
SFML CMake Template, which will build not only your application, but also SFML with your compiler.