Ok that explains it, I was trying to build SFML from source. Now I've decided that's over my head so I'm using the pre-compiled binaries. I can build the test project with no errors, but it crashes when I try to run it. Return value: -1073741510 (0xC0000005).
I found this SO thread which seems to have a similar problem:
http://stackoverflow.com/questions/22368784/sfml-wont-run-in-codeblocks-13-12, but I checked and my compiler (mingw 4.7.1) matches the version of the libraries I downloaded. Not sure what to do from here.
Edit: here is my build log if that helps.
mingw32-g++.exe -Wall -g -DSFML_STATIC -I..\..\libraries\SFML-2.2-windows-gcc-4.7.1-tdm-32-bit\SFML-2.2\include -c C:\Users\jason\programming\projects\ArtilleryGame\main2.cpp -o obj\Debug\main2.o
mingw32-g++.exe -L..\..\libraries\SFML-2.2-windows-gcc-4.7.1-tdm-32-bit\SFML-2.2\lib -o bin\Debug\ArtilleryGame.exe obj\Debug\main2.o -lsfml-graphics-s-d -lfreetype -lglew -ljpeg -lsfml-window-s-d -lopengl32 -lgdi32 -lsfml-system-s-d -lwinmm
Output file is bin\Debug\ArtilleryGame.exe with size 3.72 MB
Process terminated with status 0 (0 minute(s), 3 second(s))
0 error(s), 0 warning(s) (0 minute(s), 3 second(s))