I just setup XCode and SFML 2.1 (clang version) on my Mac (10.8.4) for the first time, and I think the tutorial misses a step.
If you simply choose the SFML template and then immediately run, you get a compilation error:
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/lib/c++/v1/iosfwd:90:10: 'wchar.h' file not found
To fix it I installed the Command Line Tools package from the Downloads pane in the Xcode preferences (which installs the system headers). I think this issue with separate installation of headers might only exist in recent versions of XCode.