I have SFML from the Arch Linux repos installed, which is why I didn't need to build it myself.
I'm not surprised they didn't work.
Which C/C++ compiler are you using? Which distro? Which versions?
Did you build SFML master, or a specific version?
You might want to start over from the top - wipe all traces of any SFML from your system, clone fresh copies, and rebuild.
Document each step you make. It's likely just a config issue - which will be easier to find this way.
For what it's worth, these are the steps I would take:
mkdir sfmlBuild; cd sfmlBuild
git clone https://github.com/SFML/SFML.git
git clone https://github.com/SFML/CSFML.git
git clone https://github.com/SFML/SFML.NET.git
cd SFML; mkdir build; cd build
cmake .. && make
sudo make install
cd ../../CSFML; mkdir build; cd build
cmake .. && make
sudo make install
cd ../../SFML.NET/build/vc2010
xbuild /p:TargetFrameworkVersion="v4.0" /target:sfml-system /target:sfml-window /target:sfml-graphics /target:sfml-audio /p:Configuration=Release SFML.net.sln
cd ../../lib/x64
sudo cp ./* /usr/local/lib