So, I am wondering what is a game engine ? In this link http://www.gamefromscratch.com/page/Game-From-Scratch-CPP-Edition.aspx , this guy makes a simple pong game, does that include a simple game engine or what ? Sorry if that sounds stupid, but I don't really grasp the idea of a game engine....
A game engine is a library that provides all sorts of functionality that is commonly needed by games.
SFML is used for that project, which already provides a few things one would expect from a game engine (graphics, sound, input, networking, ...).
The engine is 9/10 a base for a game. You always need to add your own code so that you game is 'original'. An engine might have a function for an inventory system, but you still have to make your items. It might have code for moving, but you have to make maps. 'Cool features' are generally programmed from scratch ("in my game you can press V to flip gravity and walk on the roof!").
As for what language you need, it depends on what the engine is coded in - although it's wiser to first choose a language then the engine.