Hi. I had wrote a tutorial on how to do this, but it was deleted, however I can crash course you on the steps involved.
Download the SFML files, and copy the SFML files into the Code::Blocks directory as directed by the installation instructions.
Create a new project, set it to console application with all the settings you prefer.
With the newly created project, on the side, right-click the named project, go to build options.
Under 'other linker options', paste this:
-lsfml-audio
-lsfml-network
-lsfml-graphics
-lsfml-window
-lsfml-system
With this done, now navigate to the project folder, enter the bin directory, then either release or debug (whichever you are presently using), and copy the SFML .dlls into it, so it should contain:
sfml-audio.dll
sfml-graphics.dll
sfml-network.dll
sfml-system.dll
sfml-window.dll
You may want to include the -d .dlls too, for completeness, but unless you explicitly modify the linker options, they won't be used.
There's an alternate with includes the required files into the executable itself proper, but I never got that way to work myself. You'll also need the gcc lib .dll too, named:
libgcc_s_dw2-1.dll
Which I will upload to a filesharing site and give to you to save you time.
Edit: To test it's working, just copy and paste the supplied clocks tutorial and see if it compiles/runs. After that, delete the code and write from scratch.
Furthermore: The above linker settings have to be in that particular order. I've already sorted them in correct order for my project.