I have gone through with CMake and installed both the static and dynamic libraries for debug and release modes in the directory C:/Program Files (x86)/SFML
I have now tried to follow the tutorial
SFML and Linux, replacing <sfml-install-path> with /c/"Program Files (x86)"/SFML (not sure if I need the brackets but I used them due to the spacing).
Commands used to try and create an executable program that links in to the SFML files:
g++ -c main.cpp -I<sfml-install-path>/include
g++ main.o -o sfml-app -L<sfml-install-path>/lib -lsfml-graphics -lsfml-window -lsfml-system
export LD_LIBRARY_PATH=<sfml-install-path>/lib && ./sfml-app
I manage to generate a .o and then an executable file, however at runtime I get the message "The program can't start because sfml-graphics-2.dll is missing from your computer. Try reinstalling the program to fix this problem." The sfml-graphics-2.dll, along with the other release and debug dll files are found in /c/Program Files (x86)/SFML/bin, so I am unsure where I am supposed to link these, and what I need to do to get my program running.
Thanks for the continued help, I feel like I'm almost there.