Hi!
I'm using svn revision 434 and glew.h is not found in src/SFML/Window/glew/, only in include/SFML/Window/glew/. OpenGL.hpp and Window.hpp is trying to include it from src/SFML/Window/glew/.
Just so you now, everything else is working if I move the file, so you might update your header files or move/copy glew.h