Yeah, that's not how you install stuff in Linux. Undo that, it may cause problems.
If you are OK with installing version 1.6, the command I provided earlier should do the trick. The package is available in Ubuntu 12.10 amd64. Look:
http://packages.ubuntu.com/raring/libsfml-devIf you ran the command and it didn't work, something must have gone wrong. Run it again and post the output you get from the console.
If you want version 2.0, it's going to be harder, since there's apparently no package for it. You will have to compile it from source.
Run these in order:
sudo apt-get install libsndfile1-dev libxrandr-dev libjpeg-dev libopenal-dev libglew-dev libfreetype6-dev git libgl1-mesa-dev libegl1-mesa-dev cmake doxygen
git clone https://github.com/SFML/SFML.git
cd SFML
mkdir SFML-build
cd SFML-build
cmake -DCMAKE_INSTALL_PREFIX=/usr ".." -DSFML_BUILD_DOC=true -DSFML_BUILD_EXAMPLES=true
make
make doc
sudo make DESTDIR="/" install
Hopefully everything will work and you will be ready to go... hopefully.