M$
Please write Microsoft or MS, if you want to be taken seriously.
even on VS 2010 most C++11 features supported
No, major C++11 features such as variadic templates, initializer lists and uniform initialization are still not supported. In fact, VS 2012 RC adds only few language features. However, they implement the whole C++11 standard library, which I find very nice.
I'm downloading 2012, but have i to build with Cmake SFML2 for better support of SFML in VS2012?
Yes, the precompiled libraries are probably not compatible.