Thank you all for your answers.
I've been used to use aptitude for downloading all the required libraries so I don't have experience installing new libraries manually neither in linux nor in OS X. That's why I've been reading and I've found that all the libraries should be located in /usr/local, am I right? I've noticed that in the SFML's folder that I've download are some folders as include, lib, extlibs... Those folders should be inserted in that /usr/local path to be recognised by clang or c++?