Likeliest cause - you’re mixing toolchains.
SFML 3.0.2’s prebuilt Windows binaries are for MSVC. You’re compiling with g++/MinGW (w64devkit), so if you linked MSVC-built SFML DLLs, things “kind of start” (a window flashes) but then hang/crash around context creation. Build SFML from source with the same compiler you use for your app, or install a MinGW-built package (e.g., via vcpkg/ MSYS2) that matches your MinGW exactly.