Ok I re-read the tutorial, added the dependencies in the project, but I got a new error:
||=== Build: Debug in Test (compiler: GNU GCC Compiler) ===|
obj\Debug\main.o||In function `main':|
C:\Games\SFML Games\Test\main.cpp|5|undefined reference to `sf::String::String(char const*, std::locale const&)'|
C:\Games\SFML Games\Test\main.cpp|5|undefined reference to `sf::VideoMode::VideoMode(unsigned int, unsigned int, unsigned int)'|
C:\Games\SFML Games\Test\main.cpp|5|undefined reference to `sf::RenderWindow::RenderWindow(sf::VideoMode, sf::String const&, unsigned int, sf::ContextSettings const&)'|
C:\Games\SFML Games\Test\main.cpp|6|undefined reference to `sf::CircleShape::CircleShape(float, unsigned int)'|
C:\Games\SFML Games\Test\main.cpp|7|undefined reference to `sf::Color::Green'|
C:\Games\SFML Games\Test\main.cpp|7|undefined reference to `sf::Shape::setFillColor(sf::Color const&)'|
C:\Games\SFML Games\Test\main.cpp|15|undefined reference to `sf::Window::close()'|
C:\Games\SFML Games\Test\main.cpp|12|undefined reference to `sf::Window::pollEvent(sf::Event&)'|
C:\Games\SFML Games\Test\main.cpp|18|undefined reference to `sf::Color::Color(unsigned char, unsigned char, unsigned char, unsigned char)'|
C:\Games\SFML Games\Test\main.cpp|18|undefined reference to `sf::RenderTarget::clear(sf::Color const&)'|
C:\Games\SFML Games\Test\main.cpp|19|undefined reference to `sf::RenderStates::Default'|
C:\Games\SFML Games\Test\main.cpp|19|undefined reference to `sf::RenderTarget::draw(sf::Drawable const&, sf::RenderStates const&)'|
C:\Games\SFML Games\Test\main.cpp|20|undefined reference to `sf::Window::display()'|
C:\Games\SFML Games\Test\main.cpp|9|undefined reference to `sf::Window::isOpen() const'|
C:\Games\SFML Games\Test\main.cpp|23|undefined reference to `sf::RenderWindow::~RenderWindow()'|
C:\Games\SFML Games\Test\main.cpp|23|undefined reference to `sf::RenderWindow::~RenderWindow()'|
C:\Games\SFML Games\Test\main.cpp|23|undefined reference to `sf::RenderWindow::~RenderWindow()'|
obj\Debug\main.o||In function `ZN2sf11CircleShapeD1Ev':|
C:\Program Files\SFML-2.3.1\include\SFML\Graphics\CircleShape.hpp|41|undefined reference to `vtable for sf::CircleShape'|
C:\Program Files\SFML-2.3.1\include\SFML\Graphics\CircleShape.hpp|41|undefined reference to `vtable for sf::CircleShape'|
C:\Program Files\SFML-2.3.1\include\SFML\Graphics\CircleShape.hpp|41|undefined reference to `sf::Shape::~Shape()'|
||=== Build failed: 20 error(s), 0 warning(s) (0 minute(s), 0 second(s)) ===|
I don't how to fix that D: