Can you post the error message?
Error 1 error LNK2019: unresolved external symbol "__declspec(dllimport) public: bool __thiscall sf::SoundBuffer::LoadFromFile(class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > const &)" (__imp_?LoadFromFile@SoundBuffer@sf@@QAE_NABV?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@std@@@Z) referenced in function "public: void __thiscall Sfx::LoadSfxFile(class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> >)" (?LoadSfxFile@Sfx@@QAEXV?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@std@@@Z) main.obj
Error 2 fatal error LNK1120: 1 unresolved externals
Wait I think it's a problem with SFML's SoundBuffer class. int works perfectly fine in the same situation.