gluPerspective is a function of the GLU library, it is not part of the core OpenGL library nor SFML. You must include and link the relevant stuff if you want to use it (and don't try random things, Google knows how to use GLU).
You can replace it with glFrustum and a bit of maths, if you want to rely strictly on OpenGL functions --
see how it is done in SFML examples.
But all this stuff (GLU, glFrustum) is deprecated and if you want to learn modern OpenGL, then you'd better not use them. You can either use a dedicated matrix library, like GLM, or write the full maths yourself.