Cornstalks is on the money!
I have no idea which version of Xcode you are using but have a look under the build rules of your target and ensure that the sfml frameworks are being copied into the app. You'll likely find that they are not. It's easy to check if they are;
Right click the app, click view package contents (or something like that) and browse into Contents > Frameworks
If frameworks does not exist, or is empty then they are not being copied.
Do a quick google on how to copy frameworks into Xcode targets, I'm fairly confident that you'll find everything you need to know