So how did you use CMake? Something got messed up with your paths.
For example, why do you have a path like this:
..\..\..\..\Users\Squall\Downloads\LaurentGomila-SFML-6790904\src\SFML\Graphics\Shader.cpp
And then paths you got some like this:
C:\SMFL2\src\SFML\Graphics\CMakeFiles\generate.stamp
I don't really understand how this would happen. Usually I choose ..../SFML as source and ..../SFML/build where to build SFML and then specify with the CMake install prefix where the library should get copied to once build.
Maybe you should take a look again at the official tutorial on
how to build SFML with CMake.
Everything works fine on my system, so you've setup something strange somewhere (CMake, VS, ...).