What exactly don't you understand in the tutorial?
Well, I don't know how to add the MinGW\bin directory to the PATH. I don't even know what the Tutorial means by it.
I'm not very experienced with programming in general.
By the way, now that SFML 2.0 has been released, there's most likely a compiled package that matches your compiler, you don't need to recompiler it.
I downloaded the GCC 4.7 TDM (SJLJ) - 32 bits package, following the Installing SFML Tutorial for Code::Blocks, but when I try to run the example program it crashes giving me this error:
Process terminated with status -1073741819
It also wants the graphics-2, system-2 etc dlls to be in the directory, even though I linked it to the static version.
EDIT:
It seems that you're doing several things wrong. You should open a new thread for all these problems.
Done! :-)