NuGet is a central part of the .NET ecosystem. If you're not familiar with it or how to use it, I highly recommend you spend some time learning the basics. In short, it's a package manager for .NET libraries (and similar).
https://docs.microsoft.com/en-us/nuget/what-is-nugetAs for using the SFML NuGet packages.
It's best to start a new .NET Core project. (SFML.NET is still compatible with .NET framework, but it's a bit more annoying to handle, as it can't detect the CSFML dependencies correctly automatically.)
Then you open the NuGet package manager, search for SFML.Net and install it to your project.
That's it, you're ready to go.
