I got something! Can anybody confirm this behavior:
When executing the code mentioned above, the command prompt opens, nothing happens AND after, well, 10 minutes the SFML-Window opens!!
And
OpenGL Warning: DrvShareLists: unsupported
Fail!
OpenGL Warning: DrvShareLists: unsupported
Is printed to the terminal...
Since I'm on a virtual machine, this may be different on other machines...