Okay, I've changed the command line options to g++ -LC:\SFML\Lib -lsfml-system and I've added the sfml-system.a file to the libraries. At first it compiled fine, then I added the #include <SFML/System.hpp> line and got the error "Main.cpp:3:27: SFML/System.hpp: No such file or directory" - which is odd as it's in my include configuration and when I typed #include <SFML/ it popped up with the possible files.
Then, I removed that line completely and tried to compile it again (expecting it to work again) and I was greeted by "g++: g++: No such file or directory".