Clone this repo and the vcpkg submodule by running git clone --recurse-submodules https://github.com/autoantwort/sfml-vcpkg-static.git
Then configure and build the project. You can use the windows static preset or pass the following options to cmake: -DCMAKE_TOOLCHAIN_FILE=<path to vcpkg>/scripts/buildsystems/vcpkg.cmake -DVCPKG_TARGET_TRIPLET=x64-windows-static.