If I'm not mistaken, all you need to do is add the following files to the place where the .exe is:
sfml-audio.dll
sfml-system.dll
sfml.graphics.dll
sfml-window.dll
and in some cases, you might need to have extra .dlls, like I have:
OpenAL32.dll
libgcc_s_dw2-1.dll
libsndfile-1.dll
But you 'might' not need them extra 3.
You don't need to set the compiler to check for them on another machine, as long as you have the sfml .dlls plus any others next to your main executable, then it should work fine