If you start to mess with several versions of the library, "random" way of installing what you built, etc. then you have 99% chances to get a compiler/linker/runtime error. If I were you, I'd first remove everything related to SFML, then reconfigure (a fresh build) with CMake, recompile it and "make install" it. Then you should end up with a single, clean installation of the latest SFML version.
From there, it's the usual way of using a library: tell the compiler the proper include path, tell the linker the proper link path and libraries to link, and everything should work fine when you compile and run your program.
Regarding OpenGL, it should be ok. If not, SFML should print a descriptive message in the error output.