I'm just guessing here, but you either need to ; Link Statically (Always recommended on windows), OR, include the dlls with your exe when linking dynamically
EDIT: Nevermind, I read the error more carefully now. You need to do this:
1. Install the latest mingw-gcc and configure codeblocks to work with it and use it as default(optional)
2. Compile the latest sfml2-git with the latest mingw compiler
3. link and use that SFML-distribution in your project, and compile your project with the same compiler.