I have the random numbers program in c++ but i need now one grafic interface and make a connection between them.
The Master Plane:
The connection i will make it whit SQL database or whit ifstream
First program will write the generated numbers in database or .txt file.
Second program(grafical) will retrive from database or .txt file and print on screen.
Well, those are libraries, they contain functions you can use in your programs. sdl is made in c and sfml is made in c++ so sfml is object oriented and sdl is not. If you don't know about object orientation, I recommend you to just use sdl.
Just search for Tutorials and/or example codes on SDL and it won't be hard to get like an open screen for the beginning. If you aren't familiar with using third party libraries, you might be confused by the linking stuff. Usually a C/C++ Library consists of a header and the actual linking libraries. If you write:
#include "SDL.h"
Then you include the header of SDL that lets the compiler know about the functions SDL provides and how they're used. You going to have to tell your compiler where to search for this "SDL.h" file. How you do this depends on your system. But that won't be enough to use SDL. The header only tells the compiler about the functions and doesn't contain their actual code so you have to tell your compiler/linker to link against SDL. How this is done also depends on your system so it's the best to just see if you can find an SDL tutorial for your Operating System, Compiler and possibly IDE and see if you can get something compiled. Alternatively you can tell me what you use (Windows, Linux or Mac? Visual C++, gcc/g++ or something totally different?) and I'll try to help you compile something with SDL (or SFML if you want).