Are you linking with sfml-audio?
not totally sure. I am quite new to c++. I used installed the xcode project and I have just been developing in that.
Nevermind. Worked it out. So for anyone who had this trouble its very easy to fix. You just need to add the audio framework to your project.
1. Head to frameworks in the groups and files section
2. right click
3. click add existing framework
4. the audo frame work can be found in /library/sfml.audo.framework under MacHD
5. Code