Aha!
I think I found something wrong with the windowing tutorial.
bool Running = true;
while (Running)
{
App.Display();
}
I might be wrong, but I think this is telling SFML to force loading of display windows. My display window does nothing, I can't even click on the close button to close it, it just sits there and you can't do anything to it unless you close it with the task manager.