Thankyou eXpl0it3r, I did not know that. And it works, no need for winMain(). Now I have a console in debug build but not in release.
Just one annoying issue left in visual studio. In debug build I get loads of errors like this one:
warning LNK4099: PDB '' was not found with 'sfml-graphics-s-d.lib(BlendMode.obj)
Is this because I am using a different version of VS than what you built the binaries with? How can I stop these warnings?