Personally, I get cmake to output in the same place as the source code. It really should be very simple. I extract the SFML code to something like C:\SFML_210712, so under this you have the cmake, doc, example directories, and so on.
Then just have the same paths in the cmake for source code and binaries, hit Configure, set the options you want (hover over the text, e.g. BUILD_SHARED_LIBS, to see what it means). When you have made your selections, hit Configure again, then Generate - and you are done.
Oh just make sure your compiler is the right one - Visual Studio 10 is VC++ 2010. Choose anything other than the compiler you will use in your game/project when using SFML....and Laurent (SFML god
) only knows what will happen!
