There is already a detailed explanation on how to setup SFML on different platforms, with screenshots. They are, in my opinion, very clear. Plus, the setup of SFML is far from being complex. This is something that shouldn't be too hard.
However, if you find that the tutorial page lacks information, you are welcomed to do a pull request and add what you think is missing.
But a YouTube video is in my opinion a bad way. It is hard to maintain. What if the person hosting the video removes it? Sure, the SFML Team could create an account and host it, but you're still depending on an external service. I know also that personnaly, I prefer something I can read. A video is never fast enough, if I misunderstood something the person said, I have to go back in the video a bit to understand correctly. And what if the setup changes a lot for some reason(like 2.2 with the static setup). The videos are not good anymore, you need to redo them all. And doing a video takes much more time than a webpage with a few screenshots. Finally, you'll end up with a lot of small videos for all the flavour(dynamic, static, IDE/Compiler versions) or one big video that will just be hard to find your way through it.
As for the the videos from Sonar Systems, they are old now(I will not comment on the quality, because I did not take a look at it more than the bare minimum). SFML 2.1 was 3 years ago. The setup shown is good, but it's only dynamic. And the setup for static changed between 2.1 and 2.2, so if the setup was static, it wouldn't be valid anymore. See the issue?