Yeah looks like Rider has some partial support for C++
Can't really recommend Rider as C++ IDE though, since that's not their main focus for said IDE, while CLion is fully focused on C++. Maybe their new Fleet IDE might also be interesting.
SFML isn't special in any way, it's just a C++ library, so setting up an IDE is the same as for any other library, you don't need a specific guide for SFML and Rider. The compiler needs to be informed where to find headers and the linker needs to be informed which import or static libraries to link.