if you didn't build it as statically linked then you will have put all the SFML dlls into your debug folder
True, but a missing DLL, in Windows, should off an explicit error message saying it can't find the DLL. So I'm led to believe this is not the issue.
or copy them into system32 or somewhere the program can find them
I would not recommend that. As soon as he changes his SFML version, or he changes his compiler, all hell will break loose.