Installing it can be a little tricky if you haven't done this before. Fortunately there are tutorials for getting started which explain it way better than i could here: http://sfml-dev.org/tutorials/1.6/
Once you've downloaded the sources, compiled them, linked to the appropriate libraries. Then you'll need to: #include <SFML/Graphics.hpp>
I'm able to compile the code (after some tweaking) that i copied and pasted from that tutorial into a cpp file, but I still don't see any text in the window. The window appears and then disappears.
Thanks for your help Stewbond, I appreciate your feedback. Will look to add some sort of a while loop to incorporate this into a a pong game i've been working on.
Why the heck do you use 1.6? it is obselete just use 2.1 like anyone else!
Also if you need help for sfml do not hesitate to check the official site/forums, they are very, VERY useful