I though there was no officially-maintained FindSFML.cmake file, and so I reported in CMake, linking a file someone had done in SFML forums.
They answered me. It turns out you do distribute a FindSFML.cmake file, but you
should distribute a package configuration file instead. That's what I understood from the
answer from a CMake guy, who also included documentation in his answers to do the thing.
So, it's up to you. As a SFML user, I already got what I was looking for