So, today I thought I would try out SFML. After downloading it, putting the headers in the proper folder, making a project linked to sfml-system.lib, and copypasta-ing the "Your first SFML program" source into a .cpp file, I ran it and was given the message "The program can't start because sfml-system.dll is missing from your computer. Try reinstalling the program to fix this problem." I then ran a search through the .zip file on the download page and found that this dll is not there.
tl;dr Where do I get sfml-system.dll, and any other DLLs?