Hard coding where GCC and G++ are located isn't a very good idea.
For one it's not portable and otherwise CLion should find those when you properly setup the toolchain.
Alternatively you can just set them by editing the cache file, so it works for your local installation and isn't hard coded into your CMake project file.
The order you're requesting the SFML libraries is wrong. It should be like when you're linking libraries manually. I just use the "depends on"-rule, so sfml-graphics "depends on" sfml-window "depends on" sfml-system, so the order should be graphics, window and system (audio and network only depend on sfml-system).
I wouldn't mix project name and executable name. When you're linking a library you need to pass it the project name and not the executable name.
Additionally I recommend you also add ${SFML_DEPENDENCIES} after ${SFML_LIBRARIES} just in case you ever want to link statically, so you already link the potential SFML dependencies.
A while ago I've used CLion for the Ludum Dare game jam, so if you want, you can also check out
the CMake file I created back then. It's not perfect and I just force static linking as I was developing on Windows, but maybe you see one or the other thing.