You shouldn't have to build SFML from source. The blog post says that CLion supports Cygwin and MinGW toolchains on Windows and SFML provides MinGW binaries, so you should be fine there. As I think the parent post was trying to explain, not many IDEs are as closely tied to a specific compiler as Visual Studio is tied to MSVC. A lot of IDEs, including CLion, just use GCC, so anything that works with GCC will work with CLion.