I do wonder why you are teaching them C++.
If people can be expected to understand such low-level stuff, they should be expected to be able to do so with text only e.g. reading, console applications etc..
If they require visual stimulation and the aim is to teach them game programming concepts, maybe a game scripting language would be better.
That said, if it's definitely C++ you want, SFML is an excellent choice. You will probably want to make sure you know SFML well and can get it running without any hiccups before you teach them. The last thing you want is a group of teenagers asking you why it doesn't work because you are mixing up the debug and release libraries!