here's one problem
E:\Documents and Settings\CodeBlocks Projects\test\main.cpp|28|warning: suggest parentheses around assignment used as truth value [-Wparentheses]|
if(event.type = sf::Event::Closed)
should be
if(event.type == sf::Event::Closed)
as for the font, make sure you have the correct version of sfml with the correct compiler
sfml here
http://www.sfml-dev.org/download/sfml/2.4.1/ links to the compilers in the bottom of the first gray box