NMake is the make program of Visual C++. It
is already installed
But why isn't it working the easy way?
It's just a way to test if you did something wrong, or if there's a bug in the SFML makefiles (I never test with the Visual Studio generator).
By the way, nmake (or any other make program)
is the easy way for compiling something. IDEs are good for editing; but for compiling, the command line is all you need.